-70.8%
AAL vs NVT
+731.8%
-802.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | -1.7% |
| 7D | -0.9% | +4.1% | -5.0% | -3.6% |
| 30D | -12.9% | -5.1% | -7.7% | -10.7% |
| 3M | -11.2% | -1.2% | -10.0% | -13.4% |
| 6M | +17.8% | +46.6% | -28.7% | -13.3% |
| YTD | -15.1% | +60.0% | -75.1% | -41.8% |
| 1Y | +0.5% | +70.8% | -70.3% | -35.0% |
| 3Y | -7.7% | +187.5% | -195.2% | -63.7% |
| 5Y | -31.3% | +426.1% | -457.5% | -83.8% |
| All | -70.8% | +731.8% | -802.6% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling