-68.6%
AAL vs STT
+198.3%
-266.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -0.9% |
| 7D | -0.1% | +4.8% | -4.8% | -3.4% |
| 30D | +11.7% | +3.9% | +7.8% | +8.8% |
| 3M | -12.5% | -8.2% | -4.4% | -6.8% |
| 6M | +3.6% | +15.6% | -12.0% | -7.4% |
| YTD | -14.1% | +37.6% | -51.7% | -32.9% |
| 1Y | +0.8% | +50.1% | -49.4% | -26.2% |
| 3Y | +11.8% | +183.1% | -171.3% | -48.4% |
| 5Y | -35.1% | +104.8% | -139.9% | -63.7% |
| All | -68.6% | +198.3% | -266.9% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling