-32.8%
AAL vs APH
+350.9%
-383.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | -3.7% | +5.0% | -8.7% | -6.4% |
| 30D | -20.8% | -3.9% | -16.9% | -19.4% |
| 3M | -1.3% | +13.0% | -14.3% | -9.0% |
| 6M | +5.4% | +25.2% | -19.8% | -9.5% |
| YTD | -14.4% | +22.9% | -37.3% | -28.7% |
| 1Y | +2.1% | +47.8% | -45.7% | -26.9% |
| 3Y | -10.6% | +283.0% | -293.6% | -73.6% |
| All | -32.8% | +350.9% | -383.7% | -83.5% |
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