-64.8%
AAL vs APTV
-16.1%
-48.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -0.9% | -5.0% | +4.1% | +1.9% |
| 30D | -12.9% | -6.1% | -6.8% | -10.0% |
| 3M | -11.2% | -33.0% | +21.8% | +9.3% |
| 6M | +17.8% | -35.2% | +53.1% | +44.5% |
| YTD | -15.1% | -40.1% | +25.0% | +8.4% |
| 1Y | +0.5% | -45.6% | +46.1% | +35.8% |
| 3Y | -7.7% | -54.4% | +46.7% | +32.5% |
| 5Y | -31.3% | -68.9% | +37.6% | +19.8% |
| All | -64.8% | -16.1% | -48.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling