-65.5%
AAL vs APH
+938.3%
-1,003.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.3% |
| 7D | +10.1% | -5.0% | +15.1% | +13.2% |
| 30D | +10.6% | -8.4% | +18.9% | +15.6% |
| 3M | -5.9% | -4.5% | -1.4% | -5.4% |
| 6M | +5.7% | +25.3% | -19.6% | -13.9% |
| YTD | -8.0% | +18.9% | -26.9% | -26.8% |
| 1Y | +6.0% | +11.9% | -5.9% | -12.3% |
| 3Y | +19.6% | +278.0% | -258.4% | -68.9% |
| 5Y | -34.6% | +306.4% | -341.0% | -84.1% |
| 10Y | -65.5% | +955.2% | -1,020.7% | -96.3% |
| All | -65.5% | +938.3% | -1,003.8% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling