-27.6%
AAL vs APH
+6,815.7%
-6,843.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | -1.1% |
| 7D | +4.6% | -5.9% | +10.5% | +8.3% |
| 30D | +2.6% | -14.8% | +17.4% | +13.5% |
| 3M | -17.8% | -12.4% | -5.4% | -11.8% |
| 6M | +1.9% | +8.1% | -6.2% | -9.5% |
| YTD | -14.0% | +10.9% | -25.0% | -29.3% |
| 1Y | +0.2% | +8.8% | -8.5% | -17.2% |
| 3Y | +13.0% | +262.1% | -249.0% | -68.1% |
| 5Y | -39.6% | +283.1% | -322.7% | -83.7% |
| 10Y | -65.7% | +908.1% | -973.8% | -95.8% |
| All | -27.6% | +6,815.7% | -6,843.2% | -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