-27.6%
AAL vs STZ
+556.6%
-584.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.9% |
| 7D | +4.6% | +4.9% | -0.3% | +2.0% |
| 30D | +2.6% | +20.9% | -18.3% | -7.9% |
| 3M | -17.8% | +8.0% | -25.8% | -21.8% |
| 6M | +1.9% | -5.3% | +7.1% | +3.7% |
| YTD | -14.0% | +5.9% | -20.0% | -18.9% |
| 1Y | +0.2% | +14.2% | -14.0% | -9.7% |
| 3Y | +13.0% | -37.0% | +50.0% | +37.0% |
| 5Y | -39.6% | -29.7% | -9.9% | -31.8% |
| 10Y | -65.7% | +5.2% | -70.8% | -70.1% |
| All | -27.6% | +556.6% | -584.1% | -84.5% |
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