-32.8%
AAL vs STRL
+2,010.6%
-2,043.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.5% | -0.1% |
| 7D | -3.7% | +3.4% | -7.1% | -4.5% |
| 30D | -20.8% | -9.2% | -11.6% | -19.2% |
| 3M | -1.3% | -51.0% | +49.8% | +14.7% |
| 6M | +5.4% | +15.8% | -10.4% | -8.0% |
| YTD | -14.4% | +58.9% | -73.2% | -32.9% |
| 1Y | +2.1% | +68.5% | -66.4% | -22.9% |
| 3Y | -10.6% | +485.2% | -495.8% | -59.9% |
| All | -32.8% | +2,010.6% | -2,043.4% | -84.8% |
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