-35.2%
AAL vs APH
+289.4%
-324.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.2% |
| 7D | -0.1% | +4.9% | -5.0% | -2.4% |
| 30D | +11.7% | -5.4% | +17.1% | +13.6% |
| 3M | -12.5% | -5.5% | -7.1% | -11.5% |
| 6M | +3.6% | +25.9% | -22.3% | -11.8% |
| YTD | -14.1% | +16.4% | -30.5% | -27.5% |
| 1Y | +0.8% | +16.5% | -15.7% | -15.6% |
| 3Y | +11.8% | +270.9% | -259.1% | -67.8% |
| All | -35.2% | +289.4% | -324.5% | -82.9% |
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