-65.4%
AAL vs ACGL
+332.3%
-397.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.7% | +6.9% |
| 7D | +8.3% | -1.1% | +9.3% | +9.1% |
| 30D | +11.0% | +13.1% | -2.2% | +2.2% |
| 3M | -11.2% | +9.8% | -21.0% | -16.8% |
| 6M | +6.1% | +15.3% | -9.2% | -4.5% |
| YTD | -7.6% | +12.7% | -20.4% | -16.2% |
| 1Y | +3.7% | +20.7% | -17.0% | -10.2% |
| 3Y | +20.5% | +34.3% | -13.8% | -8.4% |
| 5Y | -36.4% | +170.6% | -207.0% | -73.2% |
| 10Y | -65.4% | +330.6% | -396.0% | -88.9% |
| All | -65.4% | +332.3% | -397.8% | -88.9% |
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