-32.8%
AAL vs STM
+20.8%
-53.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +0.4% |
| 7D | -3.7% | +5.8% | -9.5% | -6.2% |
| 30D | -20.8% | -1.0% | -19.8% | -20.7% |
| 3M | -1.3% | -33.3% | +32.0% | +15.5% |
| 6M | +5.4% | +57.4% | -52.0% | -22.1% |
| YTD | -14.4% | +102.2% | -116.5% | -45.4% |
| 1Y | +2.1% | +99.6% | -97.5% | -35.9% |
| 3Y | -10.6% | +14.5% | -25.1% | -29.3% |
| All | -32.8% | +20.8% | -53.6% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling