-68.6%
AAL vs STLD
+761.4%
-830.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | +0.5% |
| 7D | -0.1% | +2.9% | -3.0% | -1.4% |
| 30D | +11.7% | -5.6% | +17.3% | +14.4% |
| 3M | -12.5% | -11.7% | -0.8% | -8.2% |
| 6M | +3.6% | -2.8% | +6.4% | +2.7% |
| YTD | -14.1% | +36.4% | -50.5% | -28.6% |
| 1Y | +0.8% | +50.0% | -49.2% | -20.2% |
| 3Y | +11.8% | +122.3% | -110.5% | -28.9% |
| 5Y | -35.1% | +273.2% | -308.3% | -69.8% |
| All | -68.6% | +761.4% | -830.0% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling