-66.0%
AAL vs STM
+653.6%
-719.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -0.3% | +5.2% | -5.5% | -2.6% |
| 30D | -19.0% | -7.4% | -11.6% | -16.3% |
| 3M | -5.1% | -30.6% | +25.6% | +9.1% |
| 6M | +15.5% | +66.4% | -50.9% | -14.5% |
| YTD | -15.8% | +101.1% | -116.9% | -43.9% |
| 1Y | -0.3% | +97.4% | -97.7% | -34.1% |
| 3Y | -7.7% | +21.1% | -28.8% | -26.9% |
| 5Y | -32.5% | +22.5% | -55.0% | -48.4% |
| 10Y | -66.0% | +657.6% | -723.6% | -86.9% |
| All | -66.0% | +653.6% | -719.6% | -86.9% |
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