+7.7%
AAL vs STRL
-30.1%
+37.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -21.5% | +27.8% | +8.4% |
| 7D | +8.3% | -27.1% | +35.4% | +11.4% |
| 30D | +6.2% | -45.8% | +52.0% | +13.2% |
| 3M | -17.7% | -47.6% | +29.9% | -12.2% |
| 6M | +15.4% | -46.4% | +61.8% | +17.3% |
| YTD | -11.1% | -7.4% | -3.7% | -20.6% |
| 1Y | +7.7% | -25.9% | +33.6% | +0.7% |
| All | +7.7% | -30.1% | +37.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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