-35.9%
AAL vs NVT
+420.2%
-456.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.5% |
| 7D | -1.3% | +7.0% | -8.3% | -4.7% |
| 30D | -13.7% | -2.3% | -11.4% | -13.3% |
| 3M | -8.2% | -3.1% | -5.1% | -8.7% |
| 6M | +13.1% | +47.0% | -33.9% | -11.6% |
| YTD | -15.6% | +56.2% | -71.8% | -36.7% |
| 1Y | +1.4% | +74.5% | -73.1% | -29.3% |
| 3Y | -7.4% | +184.0% | -191.5% | -58.2% |
| 5Y | -35.9% | +410.8% | -446.7% | -82.6% |
| All | -35.9% | +420.2% | -456.1% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling