-28.9%
AAL vs APH
+6,542.2%
-6,571.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.3% | +4.2% | +1.8% |
| 7D | +1.2% | -12.7% | +13.9% | +10.9% |
| 30D | -0.5% | -19.2% | +18.6% | +14.6% |
| 3M | -22.0% | -16.7% | -5.3% | -13.1% |
| 6M | +4.5% | +5.1% | -0.6% | -5.1% |
| YTD | -15.7% | +6.6% | -22.2% | -28.5% |
| 1Y | -3.7% | +3.9% | -7.5% | -17.5% |
| 3Y | +7.9% | +246.0% | -238.1% | -68.5% |
| 5Y | -40.7% | +268.0% | -308.7% | -83.5% |
| 10Y | -66.3% | +868.2% | -934.6% | -95.8% |
| All | -28.9% | +6,542.2% | -6,571.1% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling