-35.2%
AAL vs APD
+16.4%
-51.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.1% | +3.8% | -3.9% | -1.9% |
| 30D | +11.7% | +8.2% | +3.5% | +7.6% |
| 3M | -12.5% | +4.3% | -16.8% | -14.4% |
| 6M | +3.6% | +4.7% | -1.1% | +0.9% |
| YTD | -14.1% | +31.5% | -45.6% | -26.7% |
| 1Y | +0.8% | +23.5% | -22.8% | -11.4% |
| 3Y | +11.8% | +29.1% | -17.3% | -6.3% |
| All | -35.2% | +16.4% | -51.6% | -52.7% |
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 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