+123.8%
STX vs AAL
+4.4%
+119.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.3% | -14.5% | -9.5% |
| 7D | -20.2% | +8.3% | -28.5% | -21.8% |
| 30D | -37.2% | +6.2% | -43.4% | -38.2% |
| 3M | -34.1% | -17.7% | -16.4% | -31.1% |
| 6M | -24.5% | +15.4% | -39.9% | -30.2% |
| YTD | +102.9% | -11.1% | +114.0% | +96.8% |
| 1Y | +123.8% | +7.7% | +116.1% | +92.6% |
| All | +123.8% | +4.4% | +119.4% | +92.6% |
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