-65.5%
AAL vs APD
+187.0%
-252.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.6% |
| 7D | +10.1% | -0.2% | +10.3% | +10.4% |
| 30D | +10.6% | +11.0% | -0.4% | +4.0% |
| 3M | -5.9% | +1.3% | -7.3% | -6.7% |
| 6M | +5.7% | +6.4% | -0.7% | +1.0% |
| YTD | -8.0% | +28.9% | -36.9% | -22.8% |
| 1Y | +6.0% | +23.2% | -17.2% | -9.2% |
| 3Y | +19.6% | +26.3% | -6.8% | -2.3% |
| 5Y | -34.6% | +12.0% | -46.6% | -44.1% |
| 10Y | -65.5% | +183.2% | -248.6% | -85.7% |
| All | -65.5% | +187.0% | -252.5% | -85.7% |
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