+4.5%
AAL vs ACI
+18.9%
-14.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | -1.3% | -5.0% | +3.8% | -1.0% |
| 30D | -13.7% | -2.3% | -11.4% | -13.6% |
| 3M | -8.2% | -23.2% | +15.0% | -6.8% |
| 6M | +13.1% | -29.5% | +42.6% | +15.1% |
| YTD | -15.6% | -28.6% | +13.0% | -14.2% |
| 1Y | +1.4% | -34.0% | +35.4% | +3.4% |
| 3Y | -7.4% | -45.0% | +37.5% | -4.6% |
| 5Y | -35.9% | -44.0% | +8.1% | -34.7% |
| All | +4.5% | +18.9% | -14.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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