-40.8%
AAL vs ACM
-2.7%
-38.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.6% | +5.4% | -0.8% | +1.0% |
| 30D | +2.6% | +15.1% | -12.5% | -6.8% |
| 3M | -17.8% | -10.5% | -7.3% | -12.1% |
| 6M | +1.9% | -19.7% | +21.6% | +16.8% |
| YTD | -14.0% | -28.8% | +14.8% | +7.1% |
| 1Y | +0.2% | -47.9% | +48.1% | +60.3% |
| 3Y | +13.0% | -12.4% | +25.4% | +11.5% |
| All | -40.8% | -2.7% | -38.0% | -51.0% |
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 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