+60.0%
AAL vs ACWI
+330.1%
-270.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.8% | -1.3% | +0.6% |
| 7D | +1.2% | -4.0% | +5.2% | +7.8% |
| 30D | -0.5% | -5.8% | +5.3% | +9.1% |
| 3M | -22.0% | -5.0% | -17.0% | -15.4% |
| 6M | +4.5% | +0.7% | +3.8% | +4.2% |
| YTD | -15.7% | +8.4% | -24.1% | -24.3% |
| 1Y | -3.7% | +10.1% | -13.8% | -15.5% |
| 3Y | +7.9% | +70.8% | -62.8% | -49.4% |
| 5Y | -40.7% | +55.4% | -96.1% | -66.7% |
| 10Y | -66.3% | +223.3% | -289.6% | -93.2% |
| All | +60.0% | +330.1% | -270.1% | -67.4% |
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 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