-27.6%
AAL vs STLD
+4,016.4%
-4,044.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | +4.6% | -11.1% | +15.7% | +10.2% |
| 30D | +2.6% | -4.8% | +7.3% | +4.5% |
| 3M | -17.8% | -14.6% | -3.2% | -12.7% |
| 6M | +1.9% | -7.4% | +9.3% | +3.3% |
| YTD | -14.0% | +32.6% | -46.6% | -26.5% |
| 1Y | +0.2% | +47.3% | -47.1% | -18.5% |
| 3Y | +13.0% | +107.5% | -94.5% | -23.2% |
| 5Y | -39.6% | +268.8% | -308.4% | -69.8% |
| 10Y | -65.7% | +883.3% | -949.0% | -89.9% |
| All | -27.6% | +4,016.4% | -4,044.0% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling