-8.2%
AAL vs STLD
+135.5%
-143.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | -3.7% | +3.1% | -6.9% | -5.1% |
| 30D | -20.8% | -9.0% | -11.8% | -17.8% |
| 3M | -1.3% | -12.4% | +11.1% | +3.8% |
| 6M | +5.4% | +25.5% | -20.1% | -7.3% |
| YTD | -14.4% | +43.6% | -58.0% | -29.8% |
| 1Y | +2.1% | +87.2% | -85.1% | -26.9% |
| All | -8.2% | +135.5% | -143.7% | -38.3% |
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