+217.5%
AAL vs APTV
+138.1%
+79.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.1% | -1.7% | +1.7% | +1.0% |
| 30D | +11.7% | -11.6% | +23.3% | +19.7% |
| 3M | -12.5% | -21.2% | +8.6% | -0.5% |
| 6M | +3.6% | -28.5% | +32.1% | +20.6% |
| YTD | -14.1% | -49.1% | +35.0% | +19.6% |
| 1Y | +0.8% | -52.2% | +53.0% | +45.4% |
| 3Y | +11.8% | -48.6% | +60.4% | +49.7% |
| 5Y | -35.1% | -77.3% | +42.2% | +34.5% |
| 10Y | -68.3% | -26.9% | -41.4% | -66.5% |
| All | +217.5% | +138.1% | +79.4% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling