+102.4%
STX vs AAL
-1.1%
+103.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | +14.6% | -0.1% | +14.7% | +14.7% |
| 30D | -26.0% | +11.7% | -37.7% | -27.7% |
| 3M | -42.6% | -12.5% | -30.1% | -40.8% |
| 6M | -35.3% | +3.6% | -38.9% | -37.5% |
| YTD | +92.5% | -14.1% | +106.5% | +85.2% |
| 1Y | +102.4% | +0.8% | +101.6% | +82.9% |
| All | +102.4% | -1.1% | +103.5% | +82.9% |
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