-6.2%
AAL vs ACI
-40.4%
+34.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.2% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | -20.8% | +5.9% | -26.7% | -21.0% |
| 3M | -1.3% | -19.8% | +18.5% | -1.0% |
| 6M | +5.4% | -24.7% | +30.1% | +5.4% |
| YTD | -14.4% | -24.4% | +10.0% | -14.4% |
| 1Y | +2.1% | -31.5% | +33.6% | +1.9% |
| All | -6.2% | -40.4% | +34.2% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling