+6.1%
AAL vs ACI
+25.9%
-19.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -20.8% | +5.9% | -26.7% | -21.1% |
| 3M | -1.3% | -19.8% | +18.5% | -0.1% |
| 6M | +5.4% | -24.7% | +30.1% | +6.8% |
| YTD | -14.4% | -24.4% | +10.0% | -13.3% |
| 1Y | +2.1% | -31.5% | +33.6% | +3.9% |
| 3Y | -10.6% | -38.7% | +28.1% | -8.6% |
| 5Y | -32.2% | -42.8% | +10.6% | -31.4% |
| All | +6.1% | +25.9% | -19.8% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling