-33.7%
AAL vs NVTS
-17.0%
-16.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.6% |
| 7D | -1.3% | +3.5% | -4.8% | -1.7% |
| 30D | -13.7% | -11.9% | -1.8% | -12.7% |
| 3M | -8.2% | -49.2% | +41.1% | -2.7% |
| 6M | +13.1% | +38.4% | -25.3% | +4.2% |
| YTD | -15.6% | +62.5% | -78.1% | -24.5% |
| 1Y | +1.4% | +101.4% | -100.0% | -13.3% |
| 3Y | -7.4% | +40.4% | -47.9% | -23.0% |
| All | -33.7% | -17.0% | -16.7% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling