+8.5%
AAL vs STLD
+58.4%
-49.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +11.7% | -0.1% | +11.8% | +11.4% |
| 3M | -7.8% | -9.2% | +1.4% | -5.5% |
| 6M | +10.2% | +1.8% | +8.5% | +6.7% |
| YTD | -8.0% | +42.1% | -50.2% | -23.6% |
| 1Y | +8.5% | +58.5% | -50.0% | -17.5% |
| All | +8.5% | +58.4% | -49.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling