-27.8%
AAL vs ACGL
+1,843.3%
-1,871.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +2.8% |
| 7D | -3.7% | -0.7% | -3.0% | -3.2% |
| 30D | -20.8% | -1.0% | -19.8% | -20.3% |
| 3M | -1.3% | +11.0% | -12.3% | -11.1% |
| 6M | +5.4% | -0.3% | +5.7% | +3.9% |
| YTD | -14.4% | +2.3% | -16.6% | -18.0% |
| 1Y | +2.1% | +6.4% | -4.3% | -6.3% |
| 3Y | -10.6% | +34.0% | -44.5% | -39.6% |
| 5Y | -32.2% | +161.6% | -193.9% | -77.9% |
| 10Y | -62.7% | +278.6% | -341.3% | -92.8% |
| All | -27.8% | +1,843.3% | -1,871.1% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling