+6.4%
AAL vs STRL
-26.3%
+32.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +15.0% | -7.5% | +5.8% |
| 7D | +8.3% | -13.3% | +21.6% | +8.8% |
| 30D | +11.0% | -43.3% | +54.3% | +17.2% |
| 3M | -11.2% | -46.9% | +35.7% | -5.7% |
| 6M | +6.1% | -65.6% | +71.7% | +16.6% |
| YTD | -7.6% | -5.1% | -2.6% | -17.0% |
| All | +6.4% | -26.3% | +32.7% | -1.2% |
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