-18.4%
AAL vs NWSA
+127.4%
-145.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.4% |
| 7D | -3.7% | -1.9% | -1.9% | -2.6% |
| 30D | -20.8% | +4.6% | -25.4% | -23.3% |
| 3M | -1.3% | +13.2% | -14.5% | -9.8% |
| 6M | +5.4% | +27.0% | -21.6% | -11.3% |
| YTD | -14.4% | +16.8% | -31.2% | -24.4% |
| 1Y | +2.1% | +4.5% | -2.4% | -3.4% |
| 3Y | -10.6% | +46.2% | -56.8% | -32.3% |
| 5Y | -32.2% | +40.9% | -73.1% | -48.1% |
| 10Y | -62.7% | +145.1% | -207.8% | -80.8% |
| All | -18.4% | +127.4% | -145.8% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling