-65.4%
AAL vs APD
+192.6%
-258.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +6.2% |
| 7D | +8.3% | -1.6% | +9.8% | +9.4% |
| 30D | +11.0% | +10.6% | +0.4% | +4.6% |
| 3M | -11.2% | +2.5% | -13.7% | -12.6% |
| 6M | +6.1% | +6.0% | +0.1% | +1.6% |
| YTD | -7.6% | +28.4% | -36.1% | -22.4% |
| 1Y | +3.7% | +22.2% | -18.4% | -10.6% |
| 3Y | +20.5% | +26.6% | -6.1% | -1.7% |
| 5Y | -36.4% | +11.8% | -48.2% | -45.6% |
| 10Y | -65.4% | +187.8% | -253.2% | -85.4% |
| All | -65.4% | +192.6% | -258.0% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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