-22.5%
AAL vs NXT
+181.9%
-204.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -0.3% | +2.9% | -3.2% | -0.7% |
| 30D | -19.0% | -17.2% | -1.8% | -16.7% |
| 3M | -5.1% | -32.0% | +26.9% | -0.1% |
| 6M | +15.5% | -15.8% | +31.2% | +16.3% |
| YTD | -15.8% | -1.9% | -13.9% | -17.3% |
| 1Y | -0.3% | +22.5% | -22.8% | -5.2% |
| 3Y | -7.7% | +100.5% | -108.2% | -20.1% |
| All | -22.5% | +181.9% | -204.4% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling