-32.8%
AAL vs APD
+27.6%
-60.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -3.7% | -2.2% | -1.5% | -2.7% |
| 30D | -20.8% | +2.1% | -22.9% | -21.7% |
| 3M | -1.3% | +7.2% | -8.5% | -5.0% |
| 6M | +5.4% | +11.2% | -5.9% | -1.2% |
| YTD | -14.4% | +24.4% | -38.7% | -24.8% |
| 1Y | +2.1% | +6.7% | -4.6% | -2.8% |
| 3Y | -10.6% | +9.2% | -19.8% | -17.9% |
| All | -32.8% | +27.6% | -60.3% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling