-24.1%
NU vs AAL
+4.4%
-28.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.3% | -3.0% | +1.6% |
| 7D | +0.2% | +8.3% | -8.2% | -1.9% |
| 30D | -21.0% | +6.2% | -27.2% | -22.4% |
| 3M | -16.3% | -17.7% | +1.4% | -12.2% |
| 6M | -15.3% | +15.4% | -30.7% | -18.9% |
| YTD | -28.4% | -11.1% | -17.3% | -30.8% |
| 1Y | -24.1% | +7.7% | -31.9% | -30.9% |
| All | -24.1% | +4.4% | -28.5% | -30.9% |
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