-27.6%
AAL vs STRL
+820.0%
-847.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.5% | +0.8% |
| 7D | +4.6% | -26.9% | +31.5% | +13.7% |
| 30D | +2.6% | -52.7% | +55.2% | +28.1% |
| 3M | -17.8% | -52.8% | +35.1% | +1.7% |
| 6M | +1.9% | -71.5% | +73.3% | +42.5% |
| YTD | -14.0% | -17.4% | +3.4% | -22.7% |
| 1Y | +0.2% | -35.0% | +35.2% | -3.1% |
| 3Y | +13.0% | +239.2% | -226.2% | -46.7% |
| 5Y | -39.6% | +830.2% | -869.8% | -81.2% |
| 10Y | -65.7% | +3,574.7% | -3,640.4% | -94.4% |
| All | -27.6% | +820.0% | -847.6% | -86.4% |
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