-66.0%
AAL vs STRL
+4,073.8%
-4,139.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.5% |
| 7D | +3.4% | +7.1% | -3.7% | +1.0% |
| 30D | +11.7% | -39.4% | +51.1% | +26.8% |
| 3M | -7.8% | -43.0% | +35.2% | +5.6% |
| 6M | +10.2% | -65.0% | +75.2% | +41.4% |
| YTD | -8.0% | -0.8% | -7.2% | -23.0% |
| 1Y | +8.5% | -20.3% | +28.8% | -2.9% |
| 3Y | +19.5% | +356.5% | -337.0% | -50.8% |
| 5Y | -33.9% | +952.8% | -986.7% | -82.0% |
| 10Y | -66.0% | +3,877.1% | -3,943.1% | -94.5% |
| All | -66.0% | +4,073.8% | -4,139.8% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling