+365.4%
STX vs AAL
-2.5%
+368.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.0% |
| 7D | +2.4% | -3.7% | +6.1% | +3.4% |
| 30D | +1.4% | -20.8% | +22.2% | +7.6% |
| 3M | -8.2% | -1.3% | -6.9% | -10.0% |
| 6M | +127.0% | +5.4% | +121.6% | +113.3% |
| YTD | +209.1% | -14.4% | +223.5% | +207.1% |
| 1Y | +365.4% | +2.1% | +363.3% | +345.0% |
| All | +365.4% | -2.5% | +368.0% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling