-8.2%
AAL vs STRL
+484.5%
-492.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.5% | +0.1% |
| 7D | -3.7% | +3.4% | -7.1% | -4.4% |
| 30D | -20.8% | -9.2% | -11.6% | -19.5% |
| 3M | -1.3% | -51.0% | +49.8% | +11.5% |
| 6M | +5.4% | +15.8% | -10.4% | -5.8% |
| YTD | -14.4% | +58.9% | -73.2% | -30.0% |
| 1Y | +2.1% | +68.5% | -66.4% | -18.8% |
| All | -8.2% | +484.5% | -492.7% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling