+1.4%
AAL vs NXT
+18.1%
-16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.9% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -13.7% | -20.0% | +6.2% | -10.0% |
| 3M | -8.2% | -30.9% | +22.8% | -2.2% |
| 6M | +13.1% | -23.8% | +36.9% | +14.3% |
| YTD | -15.6% | -5.4% | -10.1% | -19.9% |
| 1Y | +1.4% | +28.0% | -26.6% | -9.0% |
| All | +1.4% | +18.1% | -16.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling