-67.1%
AAL vs ACGL
+337.7%
-404.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.9% |
| 7D | +4.6% | +0.9% | +3.7% | +4.0% |
| 30D | +2.6% | +13.7% | -11.2% | -5.9% |
| 3M | -17.8% | +8.0% | -25.8% | -22.2% |
| 6M | +1.9% | +13.3% | -11.4% | -7.3% |
| YTD | -14.0% | +11.8% | -25.9% | -21.6% |
| 1Y | +0.2% | +22.2% | -22.0% | -14.0% |
| 3Y | +13.0% | +32.5% | -19.4% | -13.4% |
| 5Y | -39.6% | +160.2% | -199.8% | -73.8% |
| All | -67.1% | +337.7% | -404.8% | -89.6% |
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