-65.2%
AAL vs NWSA
+148.8%
-214.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -0.9% | -4.8% | +3.8% | +2.6% |
| 30D | -16.0% | +3.0% | -18.9% | -17.8% |
| 3M | -4.2% | +9.3% | -13.5% | -11.1% |
| 6M | +15.7% | +23.2% | -7.5% | -2.0% |
| YTD | -16.2% | +13.3% | -29.5% | -25.3% |
| 1Y | +0.2% | +2.9% | -2.7% | -4.7% |
| 3Y | -8.1% | +43.3% | -51.4% | -31.8% |
| 5Y | -32.2% | +40.9% | -73.1% | -49.9% |
| All | -65.2% | +148.8% | -214.1% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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