-22.5%
AAL vs STT
+463.2%
-485.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +11.7% | -0.4% | +12.2% | +12.3% |
| 3M | -7.8% | -6.5% | -1.3% | -3.8% |
| 6M | +10.2% | +17.2% | -6.9% | -0.3% |
| YTD | -8.0% | +38.2% | -46.2% | -25.1% |
| 1Y | +8.5% | +49.3% | -40.7% | -15.7% |
| 3Y | +19.5% | +181.9% | -162.4% | -36.7% |
| 5Y | -33.9% | +106.9% | -140.8% | -59.0% |
| 10Y | -66.0% | +203.1% | -269.1% | -83.6% |
| All | -22.5% | +463.2% | -485.7% | -77.3% |
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