-66.0%
AAL vs APA
-0.7%
-65.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.1% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | -19.0% | +15.7% | -34.7% | -22.4% |
| 3M | -5.1% | +16.5% | -21.5% | -10.2% |
| 6M | +15.5% | +35.1% | -19.6% | +2.3% |
| YTD | -15.8% | +82.2% | -98.0% | -32.3% |
| 1Y | -0.3% | +102.5% | -102.8% | -23.2% |
| 3Y | -7.7% | +10.3% | -18.0% | -18.8% |
| 5Y | -32.5% | +166.1% | -198.6% | -57.4% |
| 10Y | -66.0% | -4.9% | -61.1% | -80.8% |
| All | -66.0% | -0.7% | -65.3% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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