+13.0%
AAL vs APD
+29.6%
-16.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +2.9% | +2.2% | +0.8% | +2.1% |
| 30D | +6.5% | +9.4% | -2.9% | +2.9% |
| 3M | -10.9% | +4.7% | -15.5% | -12.4% |
| 6M | +4.9% | +5.5% | -0.6% | +2.6% |
| YTD | -13.2% | +31.4% | -44.6% | -23.7% |
| 1Y | -1.1% | +24.1% | -25.2% | -11.0% |
| All | +13.0% | +29.6% | -16.6% | +1.9% |
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