-65.4%
AAL vs STRL
+4,310.8%
-4,376.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +15.0% | -7.5% | +3.0% |
| 7D | +8.3% | -13.3% | +21.6% | +10.8% |
| 30D | +11.0% | -43.3% | +54.3% | +28.6% |
| 3M | -11.2% | -46.9% | +35.7% | +4.0% |
| 6M | +6.1% | -65.6% | +71.7% | +36.6% |
| YTD | -7.6% | -5.1% | -2.6% | -21.6% |
| 1Y | +3.7% | -23.1% | +26.8% | -6.2% |
| 3Y | +20.5% | +346.8% | -326.3% | -50.2% |
| 5Y | -36.4% | +907.2% | -943.6% | -82.4% |
| 10Y | -65.4% | +3,988.2% | -4,053.6% | -94.5% |
| All | -65.4% | +4,310.8% | -4,376.2% | -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