+53.6%
AA vs STLA
+21.0%
+32.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +4.8% | -6.4% | +11.2% | +8.5% |
| 30D | -0.6% | -1.3% | +0.7% | -0.7% |
| 3M | -16.3% | -19.9% | +3.7% | -7.4% |
| 6M | -33.4% | -42.9% | +9.5% | -12.4% |
| YTD | -20.7% | -59.4% | +38.7% | +19.7% |
| 1Y | +12.9% | -56.8% | +69.8% | +62.9% |
| 3Y | +75.7% | -73.1% | +148.8% | +215.5% |
| 5Y | -6.8% | -70.1% | +63.3% | +49.9% |
| 10Y | +53.6% | +19.8% | +33.9% | +29.9% |
| All | +53.6% | +21.0% | +32.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling