-27.8%
AAL vs ACN
+978.1%
-1,005.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +3.5% |
| 7D | -3.7% | -1.5% | -2.2% | -2.9% |
| 30D | -20.8% | +9.4% | -30.2% | -26.1% |
| 3M | -1.3% | +5.6% | -6.9% | -9.2% |
| 6M | +5.4% | -9.3% | +14.6% | +5.5% |
| YTD | -14.4% | -29.0% | +14.6% | +1.3% |
| 1Y | +2.1% | -24.7% | +26.8% | +14.7% |
| 3Y | -10.6% | -39.8% | +29.3% | +15.5% |
| 5Y | -32.2% | -40.9% | +8.7% | -13.1% |
| 10Y | -62.7% | +91.1% | -153.8% | -81.8% |
| All | -27.8% | +978.1% | -1,005.9% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling