+22.8%
NOK vs AAL
-34.9%
+57.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.5% |
| 7D | +7.3% | -0.3% | +7.6% | +7.3% |
| 30D | +13.8% | -19.0% | +32.8% | +17.6% |
| 3M | -27.0% | -5.1% | -21.9% | -26.5% |
| 6M | +37.6% | +15.5% | +22.1% | +33.7% |
| YTD | +64.6% | -15.8% | +80.4% | +67.6% |
| 1Y | +132.0% | -0.3% | +132.3% | +129.0% |
| 3Y | +183.7% | -7.7% | +191.3% | +175.4% |
| 5Y | +101.3% | -32.5% | +133.8% | +100.8% |
| 10Y | +122.4% | -66.0% | +188.4% | +122.3% |
| All | +22.8% | -34.9% | +57.7% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling