-7.7%
AAL vs APTV
-54.7%
+47.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +3.0% | +0.5% |
| 7D | -0.3% | +2.0% | -2.3% | -1.3% |
| 30D | -19.0% | -7.7% | -11.3% | -16.0% |
| 3M | -5.1% | -34.0% | +28.9% | +14.6% |
| 6M | +15.5% | -37.1% | +52.6% | +40.3% |
| YTD | -15.8% | -39.9% | +24.1% | +4.3% |
| 1Y | -0.3% | -44.4% | +44.1% | +29.1% |
| 3Y | -7.7% | -54.5% | +46.8% | +21.3% |
| All | -7.7% | -54.7% | +47.0% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling