-66.0%
AAL vs ACM
+128.0%
-193.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -19.0% | -12.9% | -6.1% | -12.0% |
| 3M | -5.1% | -6.4% | +1.3% | -2.1% |
| 6M | +15.5% | -29.2% | +44.7% | +43.4% |
| YTD | -15.8% | -29.9% | +14.2% | +4.4% |
| 1Y | -0.3% | -47.3% | +47.0% | +49.9% |
| 3Y | -7.7% | -19.6% | +12.0% | +1.9% |
| 5Y | -32.5% | +5.5% | -38.0% | -38.5% |
| 10Y | -66.0% | +129.7% | -195.7% | -80.3% |
| All | -66.0% | +128.0% | -193.9% | -80.3% |
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