-8.2%
AAL vs NVT
+184.0%
-192.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.2% |
| 7D | -1.3% | +7.0% | -8.3% | -4.0% |
| 30D | -13.7% | -2.3% | -11.4% | -13.3% |
| 3M | -8.2% | -3.1% | -5.1% | -8.5% |
| 6M | +13.1% | +47.0% | -33.9% | -7.0% |
| YTD | -15.6% | +56.2% | -71.8% | -32.8% |
| 1Y | +1.4% | +74.5% | -73.1% | -23.7% |
| All | -8.2% | +184.0% | -192.2% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling