-32.8%
AAL vs ACM
+5.0%
-37.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -3.7% | -3.7% | 0.0% | -1.2% |
| 30D | -20.8% | -11.1% | -9.7% | -15.0% |
| 3M | -1.3% | -8.0% | +6.7% | +3.2% |
| 6M | +5.4% | -29.7% | +35.0% | +33.6% |
| YTD | -14.4% | -29.4% | +15.0% | +7.0% |
| 1Y | +2.1% | -46.4% | +48.5% | +57.6% |
| 3Y | -10.6% | -22.3% | +11.8% | -1.1% |
| All | -32.8% | +5.0% | -37.7% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling