-26.8%
AAL vs STRL
+997.5%
-1,024.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | +2.9% | +23.4% | -20.5% | -4.1% |
| 30D | +6.5% | -39.5% | +46.0% | +22.4% |
| 3M | -10.9% | -45.1% | +34.2% | +4.7% |
| 6M | +4.9% | -64.6% | +69.5% | +36.8% |
| YTD | -13.2% | -1.5% | -11.7% | -26.4% |
| 1Y | -1.1% | -20.8% | +19.7% | -10.5% |
| 3Y | +12.8% | +353.1% | -340.3% | -51.6% |
| 5Y | -34.4% | +942.9% | -977.3% | -80.3% |
| 10Y | -67.9% | +3,847.6% | -3,915.6% | -94.9% |
| All | -26.8% | +997.5% | -1,024.4% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling