-32.5%
AAL vs NVTS
-36.0%
+3.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -0.4% |
| 7D | -0.1% | +3.9% | -4.0% | -0.5% |
| 30D | +11.7% | -4.3% | +16.0% | +11.8% |
| 3M | -12.5% | -34.5% | +21.9% | -9.3% |
| 6M | +3.6% | -57.7% | +61.3% | +10.3% |
| YTD | -14.1% | +25.4% | -39.4% | -21.5% |
| 1Y | +0.8% | +13.1% | -12.4% | -7.1% |
| 3Y | +11.8% | +48.9% | -37.1% | -11.5% |
| 5Y | -35.1% | -51.8% | +16.7% | -48.2% |
| All | -32.5% | -36.0% | +3.4% | -46.6% |
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