+6.0%
AAL vs STLD
+56.0%
-50.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -1.4% |
| 7D | +10.1% | -4.7% | +14.7% | +11.3% |
| 30D | +10.6% | -0.9% | +11.5% | +10.6% |
| 3M | -5.9% | -11.9% | +5.9% | -2.7% |
| 6M | +5.7% | +0.9% | +4.8% | +2.4% |
| YTD | -8.0% | +40.4% | -48.4% | -23.5% |
| 1Y | +6.0% | +56.6% | -50.6% | -20.5% |
| All | +6.0% | +56.0% | -50.0% | -20.5% |
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