+180.8%
NOK vs AAL
-8.3%
+189.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +8.7% | -0.9% | +9.6% | +8.9% |
| 30D | +12.5% | -16.0% | +28.5% | +16.4% |
| 3M | -20.7% | -4.2% | -16.5% | -20.0% |
| 6M | +36.2% | +15.7% | +20.5% | +31.9% |
| YTD | +64.1% | -16.2% | +80.3% | +68.4% |
| 1Y | +132.4% | +0.2% | +132.2% | +128.5% |
| All | +180.8% | -8.3% | +189.1% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling