-34.2%
AAL vs NVTS
-20.2%
-13.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | -16.0% | -18.0% | +2.1% | -14.4% |
| 3M | -4.2% | -45.6% | +41.4% | +0.7% |
| 6M | +15.7% | +28.5% | -12.8% | +7.4% |
| YTD | -16.2% | +56.2% | -72.3% | -24.7% |
| 1Y | +0.2% | +97.7% | -97.5% | -14.2% |
| 3Y | -8.1% | +35.0% | -43.1% | -23.3% |
| All | -34.2% | -20.2% | -13.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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