+0.2%
AAL vs STM
+75.4%
-75.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.8% |
| 7D | +4.6% | -10.7% | +15.3% | +7.3% |
| 30D | +2.6% | -25.7% | +28.3% | +10.1% |
| 3M | -17.8% | -21.6% | +3.8% | -13.3% |
| 6M | +1.9% | -27.8% | +29.7% | +5.4% |
| YTD | -14.0% | +61.8% | -75.8% | -33.6% |
| 1Y | +0.2% | +78.1% | -77.9% | -26.9% |
| All | +0.2% | +75.4% | -75.2% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling