+63.1%
AAL vs ACWI
+330.0%
-266.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | +4.6% | -2.4% | +7.0% | +8.6% |
| 30D | +2.6% | -5.2% | +7.8% | +11.4% |
| 3M | -17.8% | -4.8% | -13.0% | -11.1% |
| 6M | +1.9% | -1.3% | +3.2% | +4.7% |
| YTD | -14.0% | +8.4% | -22.4% | -22.7% |
| 1Y | +0.2% | +11.0% | -10.8% | -13.2% |
| 3Y | +13.0% | +70.6% | -57.5% | -46.9% |
| 5Y | -39.6% | +55.3% | -94.9% | -66.1% |
| 10Y | -65.7% | +223.2% | -288.9% | -93.1% |
| All | +63.1% | +330.0% | -266.8% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling