-35.2%
AAL vs STRL
+906.9%
-942.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -0.1% | +15.7% | -15.7% | -3.3% |
| 30D | +11.7% | -35.5% | +47.2% | +21.3% |
| 3M | -12.5% | -47.1% | +34.6% | -1.2% |
| 6M | +3.6% | -65.8% | +69.4% | +26.4% |
| YTD | -14.1% | -4.5% | -9.6% | -26.1% |
| 1Y | +0.8% | -10.5% | +11.2% | -12.3% |
| 3Y | +11.8% | +340.6% | -328.8% | -49.7% |
| All | -35.2% | +906.9% | -942.0% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling