-68.6%
AAL vs ACM
+132.6%
-201.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.5% |
| 7D | -0.1% | +5.6% | -5.7% | -3.8% |
| 30D | +11.7% | +20.8% | -9.1% | -2.1% |
| 3M | -12.5% | +11.4% | -24.0% | -19.5% |
| 6M | +3.6% | +0.9% | +2.7% | +1.0% |
| YTD | -14.1% | -24.8% | +10.7% | +2.1% |
| 1Y | +0.8% | -46.4% | +47.2% | +53.0% |
| 3Y | +11.8% | -9.2% | +21.0% | +13.0% |
| 5Y | -35.1% | +5.0% | -40.1% | -41.1% |
| All | -68.6% | +132.6% | -201.2% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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