-32.5%
AAL vs APO
+134.3%
-166.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -19.0% | +3.9% | -22.9% | -21.0% |
| 3M | -5.1% | +3.8% | -8.8% | -7.9% |
| 6M | +15.5% | +22.3% | -6.8% | +0.9% |
| YTD | -15.8% | -7.8% | -8.0% | -13.5% |
| 1Y | -0.3% | -0.3% | 0.0% | -3.0% |
| 3Y | -7.7% | +57.1% | -64.8% | -35.1% |
| 5Y | -32.5% | +137.0% | -169.5% | -63.4% |
| All | -32.5% | +134.3% | -166.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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