-35.9%
AAL vs NWSA
+40.1%
-76.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.3% | -3.1% | +1.8% | +0.9% |
| 30D | -13.7% | +4.3% | -18.0% | -16.4% |
| 3M | -8.2% | +9.2% | -17.4% | -14.6% |
| 6M | +13.1% | +21.6% | -8.5% | -3.4% |
| YTD | -15.6% | +14.2% | -29.8% | -25.3% |
| 1Y | +1.4% | +1.8% | -0.3% | -2.3% |
| 3Y | -7.4% | +44.4% | -51.9% | -32.9% |
| 5Y | -35.9% | +41.0% | -76.9% | -53.9% |
| All | -35.9% | +40.1% | -76.0% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling