-32.6%
AAL vs NYT
+38.8%
-71.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -12.9% | +4.6% | -17.4% | -14.4% |
| 3M | -11.2% | -9.6% | -1.6% | -8.5% |
| 6M | +17.8% | -14.0% | +31.8% | +23.3% |
| YTD | -15.1% | -2.8% | -12.3% | -15.8% |
| 1Y | +0.5% | +15.6% | -15.1% | -7.7% |
| 3Y | -7.7% | +56.3% | -64.0% | -27.7% |
| All | -32.6% | +38.8% | -71.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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