+500.0%
APP vs AAL
-41.8%
+541.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +7.9% | +9.1% |
| 7D | +71.2% | +4.6% | +66.6% | +67.2% |
| 30D | +39.1% | +2.6% | +36.5% | +36.9% |
| 3M | +16.5% | -17.8% | +34.3% | +25.3% |
| 6M | -16.6% | +1.9% | -18.4% | -18.1% |
| YTD | -41.9% | -14.0% | -27.9% | -39.8% |
| 1Y | -37.0% | +0.2% | -37.3% | -38.8% |
| 3Y | +892.4% | +13.0% | +879.4% | +719.6% |
| 5Y | +297.3% | -39.6% | +336.9% | +289.0% |
| All | +500.0% | -41.8% | +541.8% | +473.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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