-64.8%
AAL vs APH
+1,054.4%
-1,119.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.6% |
| 7D | -3.7% | +5.0% | -8.7% | -7.1% |
| 30D | -20.8% | -3.9% | -16.9% | -19.0% |
| 3M | -1.3% | +13.0% | -14.3% | -11.1% |
| 6M | +5.4% | +25.2% | -19.8% | -13.4% |
| YTD | -14.4% | +22.9% | -37.3% | -32.0% |
| 1Y | +2.1% | +47.8% | -45.7% | -31.9% |
| 3Y | -10.6% | +283.0% | -293.6% | -76.1% |
| 5Y | -32.2% | +349.7% | -381.9% | -84.5% |
| All | -64.8% | +1,054.4% | -1,119.2% | -96.2% |
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