-40.8%
AAL vs STRL
+779.4%
-820.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.5% | +1.2% |
| 7D | +4.6% | -26.9% | +31.5% | +10.6% |
| 30D | +2.6% | -52.7% | +55.2% | +19.7% |
| 3M | -17.8% | -52.8% | +35.1% | -4.6% |
| 6M | +1.9% | -71.5% | +73.3% | +29.4% |
| YTD | -14.0% | -17.4% | +3.4% | -23.5% |
| 1Y | +0.2% | -35.0% | +35.2% | -4.9% |
| 3Y | +13.0% | +239.2% | -226.2% | -45.4% |
| All | -40.8% | +779.4% | -820.1% | -83.7% |
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