-67.1%
AAL vs STM
+398.5%
-465.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | 0.0% |
| 7D | +4.6% | -10.7% | +15.3% | +9.4% |
| 30D | +2.6% | -25.7% | +28.3% | +15.8% |
| 3M | -17.8% | -21.6% | +3.8% | -10.1% |
| 6M | +1.9% | -27.8% | +29.7% | +10.3% |
| YTD | -14.0% | +61.8% | -75.8% | -38.1% |
| 1Y | +0.2% | +78.1% | -77.9% | -31.2% |
| 3Y | +13.0% | +4.9% | +8.1% | -6.5% |
| 5Y | -39.6% | -14.3% | -25.3% | -46.7% |
| All | -67.1% | +398.5% | -465.6% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling