+1,967.8%
STX vs AAL
-65.8%
+2,033.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -17.3% | +10.1% | -27.3% | -19.2% |
| 30D | -35.9% | +10.6% | -46.5% | -37.6% |
| 3M | -37.3% | -5.9% | -31.4% | -36.5% |
| 6M | -35.8% | +5.7% | -41.5% | -37.5% |
| YTD | +82.7% | -8.0% | +90.7% | +82.7% |
| 1Y | +71.6% | +6.0% | +65.6% | +65.5% |
| 3Y | +635.3% | +19.6% | +615.7% | +558.4% |
| 5Y | +483.8% | -34.6% | +518.3% | +482.0% |
| 10Y | +1,967.8% | -65.5% | +2,033.3% | +2,116.8% |
| All | +1,967.8% | -65.8% | +2,033.6% | +2,116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling