+6.4%
AAL vs APD
+21.8%
-15.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +7.2% |
| 7D | +8.3% | -1.6% | +9.8% | +8.4% |
| 30D | +11.0% | +10.6% | +0.4% | +10.4% |
| 3M | -11.2% | +2.5% | -13.7% | -11.1% |
| 6M | +6.1% | +6.0% | +0.1% | +5.9% |
| YTD | -7.6% | +28.4% | -36.1% | -9.3% |
| All | +6.4% | +21.8% | -15.4% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling