+216.5%
AAL vs APTV
+194.6%
+22.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | -0.5% |
| 7D | -3.7% | +4.8% | -8.5% | -6.3% |
| 30D | -20.8% | +2.0% | -22.8% | -22.0% |
| 3M | -1.3% | -34.2% | +33.0% | +22.5% |
| 6M | +5.4% | -34.7% | +40.0% | +28.5% |
| YTD | -14.4% | -37.0% | +22.6% | +6.1% |
| 1Y | +2.1% | -40.4% | +42.5% | +30.5% |
| 3Y | -10.6% | -54.1% | +43.6% | +27.6% |
| 5Y | -32.2% | -68.0% | +35.8% | +15.8% |
| 10Y | -62.7% | -15.5% | -47.2% | -64.0% |
| All | +216.5% | +194.6% | +22.0% | +73.1% |
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