+2,038.9%
STX vs AA
+44.7%
+1,994.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +16.8% | +5.3% | +11.6% | +15.4% |
| 30D | -27.0% | -2.3% | -24.8% | -26.4% |
| 3M | -37.9% | -20.8% | -17.1% | -34.1% |
| 6M | -32.5% | -39.8% | +7.3% | -23.9% |
| YTD | +98.6% | -23.3% | +121.9% | +109.0% |
| 1Y | +93.6% | +1.8% | +91.7% | +89.7% |
| 3Y | +699.1% | +69.5% | +629.5% | +554.9% |
| 5Y | +481.0% | -18.0% | +499.0% | +436.2% |
| All | +2,038.9% | +44.7% | +1,994.3% | +1,458.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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