-10.9%
AAL vs APTV
-23.0%
+12.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.8% |
| 7D | +2.9% | -5.0% | +7.9% | +5.7% |
| 30D | +6.5% | -12.3% | +18.8% | +13.5% |
| 3M | -10.9% | -19.9% | +9.1% | -3.2% |
| All | -10.9% | -23.0% | +12.1% | -3.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling