+140.9%
NOK vs AAL
+0.5%
+140.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.6% |
| 7D | +11.0% | -0.9% | +11.9% | +11.1% |
| 30D | +7.8% | -12.9% | +20.7% | +10.4% |
| 3M | -21.0% | -11.2% | -9.8% | -18.7% |
| 6M | +40.9% | +17.8% | +23.0% | +39.8% |
| YTD | +72.0% | -15.1% | +87.2% | +75.7% |
| 1Y | +140.9% | +0.5% | +140.4% | +137.1% |
| All | +140.9% | +0.5% | +140.4% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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