-27.6%
AAL vs APD
+900.0%
-927.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +3.1% |
| 7D | +4.6% | -3.7% | +8.3% | +7.9% |
| 30D | +2.6% | +9.6% | -7.0% | -4.7% |
| 3M | -17.8% | +1.6% | -19.4% | -19.2% |
| 6M | +1.9% | +2.2% | -0.3% | -1.4% |
| YTD | -14.0% | +25.9% | -39.9% | -30.8% |
| 1Y | +0.2% | +20.1% | -19.9% | -17.1% |
| 3Y | +13.0% | +12.4% | +0.6% | -7.2% |
| 5Y | -39.6% | +11.1% | -50.7% | -51.2% |
| 10Y | -65.7% | +190.1% | -255.8% | -89.6% |
| All | -27.6% | +900.0% | -927.6% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling