+31.8%
LUV vs ACI
+21.8%
+10.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.1% |
| 7D | +3.1% | -2.6% | +5.7% | +3.4% |
| 30D | -17.4% | +1.1% | -18.5% | -17.5% |
| 3M | -4.9% | -23.6% | +18.8% | -2.8% |
| 6M | -5.7% | -29.9% | +24.2% | -3.1% |
| YTD | -5.2% | -26.9% | +21.7% | -3.1% |
| 1Y | +24.1% | -34.2% | +58.4% | +28.1% |
| 3Y | +39.6% | -43.6% | +83.2% | +45.6% |
| 5Y | -12.5% | -42.4% | +29.9% | -9.4% |
| All | +31.8% | +21.8% | +10.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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