-27.6%
AAL vs ACN
+1,416.1%
-1,443.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.1% |
| 7D | +4.6% | +0.9% | +3.7% | +4.0% |
| 30D | +2.6% | +33.5% | -31.0% | -16.1% |
| 3M | -17.8% | +53.5% | -71.2% | -40.7% |
| 6M | +1.9% | +52.2% | -50.4% | -29.8% |
| YTD | -14.0% | -0.1% | -13.9% | -21.5% |
| 1Y | +0.2% | +11.0% | -10.8% | -15.8% |
| 3Y | +13.0% | -11.8% | +24.8% | +9.3% |
| 5Y | -39.6% | -22.8% | -16.8% | -36.4% |
| 10Y | -65.7% | +162.4% | -228.1% | -86.8% |
| All | -27.6% | +1,416.1% | -1,443.7% | -92.3% |
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