-66.0%
AAL vs ACGL
+329.5%
-395.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.4% | -1.4% | +4.8% | +4.3% |
| 30D | +11.7% | +12.4% | -0.6% | +3.4% |
| 3M | -7.8% | +11.1% | -18.9% | -14.3% |
| 6M | +10.2% | +16.3% | -6.1% | -1.4% |
| YTD | -8.0% | +13.8% | -21.8% | -17.1% |
| 1Y | +8.5% | +20.4% | -11.9% | -5.8% |
| 3Y | +19.5% | +33.6% | -14.1% | -8.7% |
| 5Y | -33.9% | +176.8% | -210.7% | -72.6% |
| 10Y | -66.0% | +324.6% | -390.6% | -88.5% |
| All | -66.0% | +329.5% | -395.5% | -88.5% |
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