-68.6%
AAL vs ACWI
+224.5%
-293.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.6% |
| 7D | -0.1% | +2.4% | -2.5% | -3.7% |
| 30D | +11.7% | -1.7% | +13.4% | +15.0% |
| 3M | -12.5% | -3.9% | -8.6% | -6.4% |
| 6M | +3.6% | +0.8% | +2.8% | +3.3% |
| YTD | -14.1% | +11.0% | -25.1% | -26.0% |
| 1Y | +0.8% | +13.1% | -12.3% | -15.6% |
| 3Y | +11.8% | +73.9% | -62.1% | -50.5% |
| 5Y | -35.1% | +59.0% | -94.1% | -65.8% |
| All | -68.6% | +224.5% | -293.1% | -94.7% |
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