-45.9%
STX vs AAL
-19.6%
-26.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | -28.5% | +4.6% | -33.1% | -28.4% |
| 30D | -42.9% | +2.6% | -45.5% | -42.2% |
| 3M | -45.9% | -17.8% | -28.1% | -40.0% |
| All | -45.9% | -19.6% | -26.3% | -40.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling