+19.7%
AAL vs APH
+274.9%
-255.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +3.4% | +0.4% | +3.1% | +3.2% |
| 30D | +11.7% | -8.0% | +19.7% | +14.5% |
| 3M | -7.8% | -5.0% | -2.8% | -7.1% |
| 6M | +10.2% | +29.9% | -19.7% | -2.4% |
| YTD | -8.0% | +18.0% | -26.0% | -18.6% |
| 1Y | +8.5% | +11.3% | -2.8% | -1.6% |
| All | +19.7% | +274.9% | -255.2% | -56.9% |
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