-65.4%
AAL vs ACWI
+226.8%
-292.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +3.3% |
| 7D | +8.3% | +0.3% | +7.9% | +8.0% |
| 30D | +11.0% | -2.8% | +13.8% | +16.5% |
| 3M | -11.2% | -3.2% | -8.0% | -6.1% |
| 6M | +6.1% | +1.3% | +4.8% | +4.9% |
| YTD | -7.6% | +11.2% | -18.9% | -20.6% |
| 1Y | +3.7% | +13.8% | -10.0% | -14.0% |
| 3Y | +20.5% | +76.2% | -55.7% | -47.7% |
| 5Y | -36.4% | +59.5% | -95.9% | -66.7% |
| 10Y | -65.4% | +222.2% | -287.6% | -93.7% |
| All | -65.4% | +226.8% | -292.3% | -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