-27.6%
AAL vs STT
+432.6%
-460.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +4.6% | -2.5% | +7.1% | +6.3% |
| 30D | +2.6% | -5.0% | +7.5% | +6.0% |
| 3M | -17.8% | -10.5% | -7.3% | -12.0% |
| 6M | +1.9% | +10.0% | -8.2% | -4.3% |
| YTD | -14.0% | +30.7% | -44.7% | -27.6% |
| 1Y | +0.2% | +43.8% | -43.5% | -20.3% |
| 3Y | +13.0% | +168.1% | -155.0% | -38.3% |
| 5Y | -39.6% | +101.4% | -141.0% | -61.9% |
| 10Y | -65.7% | +211.3% | -277.0% | -83.7% |
| All | -27.6% | +432.6% | -460.1% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling