-65.5%
AAL vs ACWI
+220.7%
-286.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.4% |
| 7D | +10.1% | -0.2% | +10.2% | +10.6% |
| 30D | +10.6% | -3.3% | +13.9% | +16.9% |
| 3M | -5.9% | -3.4% | -2.5% | -0.2% |
| 6M | +5.7% | +0.8% | +4.9% | +5.3% |
| YTD | -8.0% | +10.7% | -18.7% | -20.3% |
| 1Y | +6.0% | +11.6% | -5.6% | -9.3% |
| 3Y | +19.6% | +73.4% | -53.8% | -46.8% |
| 5Y | -34.6% | +60.2% | -94.8% | -65.9% |
| 10Y | -65.5% | +221.6% | -287.1% | -93.7% |
| All | -65.5% | +220.7% | -286.2% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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