-8.2%
AAL vs APD
+9.1%
-17.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -3.7% | -2.2% | -1.5% | -2.9% |
| 30D | -20.8% | +2.1% | -22.9% | -21.5% |
| 3M | -1.3% | +7.2% | -8.5% | -4.0% |
| 6M | +5.4% | +11.2% | -5.9% | +0.4% |
| YTD | -14.4% | +24.4% | -38.7% | -22.4% |
| 1Y | +2.1% | +6.7% | -4.6% | -0.9% |
| All | -8.2% | +9.1% | -17.3% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling