+11,841.0%
STX vs AAL
-33.8%
+11,874.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.1% |
| 7D | +2.4% | -3.7% | +6.1% | +3.1% |
| 30D | +1.4% | -20.8% | +22.2% | +5.8% |
| 3M | -8.2% | -1.3% | -6.9% | -8.6% |
| 6M | +127.0% | +5.4% | +121.6% | +122.9% |
| YTD | +209.1% | -14.4% | +223.5% | +214.2% |
| 1Y | +365.4% | +2.1% | +363.3% | +357.2% |
| 3Y | +1,135.4% | -10.6% | +1,145.9% | +1,107.6% |
| 5Y | +991.5% | -32.2% | +1,023.7% | +996.6% |
| 10Y | +3,695.8% | -62.7% | +3,758.5% | +3,734.3% |
| All | +11,841.0% | -33.8% | +11,874.9% | +8,621.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling