-27.8%
AAL vs STZ
+488.1%
-515.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -3.7% | -1.9% | -1.8% | -2.7% |
| 30D | -20.8% | -1.9% | -18.9% | -20.2% |
| 3M | -1.3% | -6.2% | +5.0% | +1.8% |
| 6M | +5.4% | -14.0% | +19.4% | +13.3% |
| YTD | -14.4% | -5.1% | -9.2% | -13.7% |
| 1Y | +2.1% | -9.6% | +11.7% | +5.3% |
| 3Y | -10.6% | -47.2% | +36.7% | +20.5% |
| 5Y | -32.2% | -33.6% | +1.4% | -20.8% |
| 10Y | -62.7% | -9.8% | -52.9% | -64.5% |
| All | -27.8% | +488.1% | -515.9% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling