-8.2%
AAL vs APH
+89.1%
-97.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -47.8% | +45.6% | +10.5% |
| 7D | -4.3% | -48.7% | +44.4% | +8.9% |
| 30D | -20.8% | -51.9% | +31.1% | -7.6% |
| 3M | -1.3% | -43.6% | +42.3% | +7.3% |
| 6M | +5.4% | -37.5% | +42.9% | +8.9% |
| YTD | -14.4% | -38.6% | +24.3% | -13.7% |
| 1Y | +2.1% | -26.3% | +28.4% | -8.0% |
| All | -8.2% | +89.1% | -97.3% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling