+1.2%
AAL vs ACN
-28.3%
+29.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.1% |
| 7D | -0.3% | -4.8% | +4.5% | +0.3% |
| 30D | -19.0% | +1.9% | -20.9% | -19.3% |
| 3M | -5.1% | +3.9% | -8.9% | -5.8% |
| 6M | +15.5% | -15.0% | +30.5% | +21.7% |
| YTD | -15.8% | -31.9% | +16.1% | -5.2% |
| All | +1.2% | -28.3% | +29.5% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling