-58.2%
AAL vs ACM
+230.8%
-288.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -3.7% | -3.7% | 0.0% | -1.5% |
| 30D | -20.8% | -11.1% | -9.7% | -15.9% |
| 3M | -1.3% | -8.0% | +6.7% | +2.6% |
| 6M | +5.4% | -29.7% | +35.0% | +28.0% |
| YTD | -14.4% | -29.4% | +15.0% | +3.0% |
| 1Y | +2.1% | -46.4% | +48.5% | +44.3% |
| 3Y | -10.6% | -22.3% | +11.8% | +0.8% |
| 5Y | -32.2% | +4.5% | -36.7% | -35.9% |
| 10Y | -62.7% | +127.6% | -190.4% | -78.3% |
| All | -58.2% | +230.8% | -288.9% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling