-65.5%
AAL vs ACN
+160.2%
-225.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | +10.1% | +1.6% | +8.5% | +9.0% |
| 30D | +10.6% | +24.6% | -14.1% | -2.5% |
| 3M | -5.9% | +46.2% | -52.1% | -25.8% |
| 6M | +5.7% | +46.2% | -40.5% | -19.7% |
| YTD | -8.0% | -0.9% | -7.1% | -11.3% |
| 1Y | +6.0% | +8.8% | -2.7% | -4.6% |
| 3Y | +19.6% | -14.3% | +33.8% | +23.3% |
| 5Y | -34.6% | -22.6% | -12.0% | -29.0% |
| 10Y | -65.5% | +153.7% | -219.2% | -83.3% |
| All | -65.5% | +160.2% | -225.7% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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