-64.8%
AAL vs ACGL
+270.2%
-335.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +2.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.3% |
| 30D | -20.8% | -1.0% | -19.8% | -20.4% |
| 3M | -1.3% | +11.0% | -12.3% | -8.5% |
| 6M | +5.4% | -0.3% | +5.7% | +4.5% |
| YTD | -14.4% | +2.3% | -16.6% | -16.9% |
| 1Y | +2.1% | +6.4% | -4.3% | -3.9% |
| 3Y | -10.6% | +34.0% | -44.5% | -32.8% |
| 5Y | -32.2% | +161.6% | -193.9% | -70.9% |
| All | -64.8% | +270.2% | -335.0% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling