-33.7%
STX vs AAL
+8.3%
-42.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | +3.4% | -4.4% | -1.7% |
| 30D | -26.8% | +11.7% | -38.5% | -28.0% |
| 3M | -32.7% | -7.8% | -24.9% | -32.4% |
| 6M | -33.7% | +10.2% | -44.0% | -38.4% |
| All | -33.7% | +8.3% | -42.0% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling