-0.3%
AAL vs STT
+74.0%
-74.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.9% |
| 7D | -0.3% | +2.2% | -2.5% | -1.7% |
| 30D | -19.0% | +3.9% | -22.9% | -21.1% |
| 3M | -5.1% | +19.2% | -24.2% | -16.1% |
| 6M | +15.5% | +60.4% | -44.9% | -19.6% |
| YTD | -15.8% | +51.5% | -67.2% | -39.0% |
| 1Y | -0.3% | +76.3% | -76.6% | -35.5% |
| All | -0.3% | +74.0% | -74.3% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling