-32.5%
AAL vs ACN
-42.9%
+10.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +1.8% |
| 30D | -19.0% | +1.9% | -20.9% | -20.1% |
| 3M | -5.1% | +3.9% | -8.9% | -8.8% |
| 6M | +15.5% | -15.0% | +30.5% | +22.8% |
| YTD | -15.8% | -31.9% | +16.1% | +1.6% |
| 1Y | -0.3% | -28.5% | +28.2% | +15.8% |
| 3Y | -7.7% | -41.9% | +34.2% | +18.9% |
| 5Y | -32.5% | -42.9% | +10.3% | -18.1% |
| All | -32.5% | -42.9% | +10.4% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling