-32.5%
AAL vs APA
+156.3%
-188.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.0% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | -19.0% | +15.7% | -34.7% | -21.1% |
| 3M | -5.1% | +16.5% | -21.5% | -8.2% |
| 6M | +15.5% | +35.1% | -19.6% | +5.6% |
| YTD | -15.8% | +82.2% | -98.0% | -29.2% |
| 1Y | -0.3% | +102.5% | -102.8% | -19.3% |
| 3Y | -7.7% | +10.3% | -18.0% | -18.2% |
| 5Y | -32.5% | +166.1% | -198.6% | -52.1% |
| All | -32.5% | +156.3% | -188.8% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling