-68.6%
AAL vs ACN
+148.3%
-216.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.1% | -3.8% | +3.8% | +1.9% |
| 30D | +11.7% | +16.5% | -4.8% | +2.2% |
| 3M | -12.5% | +41.5% | -54.0% | -29.8% |
| 6M | +3.6% | +60.1% | -56.5% | -26.0% |
| YTD | -14.1% | -3.9% | -10.1% | -15.8% |
| 1Y | +0.8% | +4.1% | -3.3% | -7.0% |
| 3Y | +11.8% | -15.9% | +27.7% | +16.2% |
| 5Y | -35.1% | -26.3% | -8.8% | -27.3% |
| All | -68.6% | +148.3% | -216.9% | -85.2% |
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