-65.1%
AAL vs ACN
+86.3%
-151.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.3% |
| 7D | -1.3% | -6.3% | +5.0% | +2.3% |
| 30D | -13.7% | -1.4% | -12.4% | -13.5% |
| 3M | -8.2% | +2.6% | -10.7% | -12.6% |
| 6M | +13.1% | -14.3% | +27.4% | +18.7% |
| YTD | -15.6% | -33.1% | +17.5% | +3.3% |
| 1Y | +1.4% | -28.8% | +30.2% | +18.0% |
| 3Y | -7.4% | -43.0% | +35.5% | +22.2% |
| 5Y | -35.9% | -44.0% | +8.1% | -16.4% |
| 10Y | -65.1% | +88.5% | -153.7% | -79.0% |
| All | -65.1% | +86.3% | -151.4% | -79.0% |
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