+1,144.9%
STX vs AAL
-33.9%
+1,178.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.2% | +7.0% |
| 7D | +10.7% | -0.3% | +11.1% | +10.8% |
| 30D | +11.3% | -19.0% | +30.3% | +18.4% |
| 3M | +3.2% | -5.1% | +8.3% | +3.4% |
| 6M | +157.0% | +15.5% | +141.5% | +140.8% |
| YTD | +229.2% | -15.8% | +245.0% | +237.6% |
| 1Y | +381.8% | -0.3% | +382.2% | +366.8% |
| 3Y | +1,383.2% | -7.7% | +1,390.8% | +1,273.7% |
| 5Y | +1,144.9% | -32.5% | +1,177.4% | +1,097.3% |
| All | +1,144.9% | -33.9% | +1,178.8% | +1,097.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling