-40.8%
AAL vs ACWI
+54.8%
-95.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | +4.6% | -2.4% | +7.0% | +9.0% |
| 30D | +2.6% | -5.2% | +7.8% | +12.4% |
| 3M | -17.8% | -4.8% | -13.0% | -10.4% |
| 6M | +1.9% | -1.3% | +3.2% | +4.8% |
| YTD | -14.0% | +8.4% | -22.4% | -24.0% |
| 1Y | +0.2% | +11.0% | -10.8% | -15.0% |
| 3Y | +13.0% | +70.6% | -57.5% | -52.0% |
| All | -40.8% | +54.8% | -95.6% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling