+147.0%
NOK vs AAL
+12.6%
+134.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.3% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | -14.1% | +11.7% | -25.9% | -16.1% |
| 3M | -23.6% | -12.5% | -11.0% | -21.7% |
| 6M | -45.1% | +3.6% | -48.8% | -45.5% |
| YTD | +24.7% | -14.1% | +38.8% | +27.2% |
| 1Y | +19.0% | +0.8% | +18.3% | +17.6% |
| 3Y | +147.0% | +11.8% | +135.2% | +118.3% |
| All | +147.0% | +12.6% | +134.5% | +118.3% |
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