-65.1%
AAL vs STZ
-13.0%
-52.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | 0.0% |
| 7D | -1.3% | -6.0% | +4.7% | +2.2% |
| 30D | -13.7% | -8.9% | -4.9% | -9.3% |
| 3M | -8.2% | -12.6% | +4.4% | -1.5% |
| 6M | +13.1% | -17.2% | +30.3% | +24.4% |
| YTD | -15.6% | -10.0% | -5.6% | -12.6% |
| 1Y | +1.4% | -14.3% | +15.7% | +7.6% |
| 3Y | -7.4% | -49.9% | +42.5% | +31.4% |
| 5Y | -35.9% | -38.2% | +2.3% | -22.4% |
| 10Y | -65.1% | -12.0% | -53.1% | -67.0% |
| All | -65.1% | -13.0% | -52.1% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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