+13.0%
AAL vs STLD
+105.6%
-92.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | +4.6% | -11.1% | +15.7% | +9.8% |
| 30D | +2.6% | -4.8% | +7.3% | +4.4% |
| 3M | -17.8% | -14.6% | -3.2% | -12.9% |
| 6M | +1.9% | -7.4% | +9.3% | +2.9% |
| YTD | -14.0% | +32.6% | -46.6% | -28.0% |
| 1Y | +0.2% | +47.3% | -47.1% | -20.7% |
| 3Y | +13.0% | +107.5% | -94.5% | -21.9% |
| All | +13.0% | +105.6% | -92.6% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling