-65.5%
AAL vs ACGL
+332.0%
-397.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | +10.1% | +1.3% | +8.8% | +9.2% |
| 30D | +10.6% | +14.2% | -3.6% | +1.2% |
| 3M | -5.9% | +11.1% | -17.0% | -12.6% |
| 6M | +5.7% | +16.4% | -10.7% | -5.5% |
| YTD | -8.0% | +13.8% | -21.7% | -17.0% |
| 1Y | +6.0% | +21.6% | -15.5% | -8.6% |
| 3Y | +19.6% | +33.5% | -14.0% | -8.6% |
| 5Y | -34.6% | +174.8% | -209.4% | -72.8% |
| 10Y | -65.5% | +330.4% | -395.8% | -89.0% |
| All | -65.5% | +332.0% | -397.5% | -89.0% |
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