-40.8%
AAL vs APH
+280.5%
-321.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -0.1% |
| 7D | +4.6% | -5.9% | +10.5% | +7.1% |
| 30D | +2.6% | -14.8% | +17.4% | +10.2% |
| 3M | -17.8% | -12.4% | -5.4% | -13.5% |
| 6M | +1.9% | +8.1% | -6.2% | -6.0% |
| YTD | -14.0% | +10.9% | -25.0% | -25.6% |
| 1Y | +0.2% | +8.8% | -8.5% | -12.9% |
| 3Y | +13.0% | +262.1% | -249.0% | -67.2% |
| All | -40.8% | +280.5% | -321.3% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling