-35.9%
AAL vs APTV
-69.9%
+33.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.7% |
| 7D | -1.3% | -1.2% | -0.1% | -0.8% |
| 30D | -13.7% | -10.6% | -3.1% | -8.3% |
| 3M | -8.2% | -35.0% | +26.8% | +15.4% |
| 6M | +13.1% | -38.9% | +52.0% | +43.9% |
| YTD | -15.6% | -41.5% | +25.9% | +9.6% |
| 1Y | +1.4% | -45.8% | +47.2% | +38.0% |
| 3Y | -7.4% | -55.7% | +48.3% | +36.5% |
| 5Y | -35.9% | -70.1% | +34.2% | +16.9% |
| All | -35.9% | -69.9% | +33.9% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling