-22.2%
AAL vs APA
-14.4%
-7.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +8.3% | -8.7% | +17.0% | +10.9% |
| 30D | +11.0% | -2.4% | +13.4% | +11.0% |
| 3M | -11.2% | +19.0% | -30.2% | -16.9% |
| 6M | +6.1% | +26.8% | -20.7% | -4.5% |
| YTD | -7.6% | +87.3% | -95.0% | -28.6% |
| 1Y | +3.7% | +92.3% | -88.6% | -20.8% |
| 3Y | +20.5% | +37.3% | -16.7% | -2.7% |
| 5Y | -36.4% | +73.2% | -109.6% | -55.5% |
| 10Y | -65.4% | -0.9% | -64.6% | -78.8% |
| All | -22.2% | -14.4% | -7.7% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling