+44.1%
AA vs STLA
-3.1%
+47.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.6% | +1.8% |
| 7D | +5.3% | -13.1% | +18.3% | +13.2% |
| 30D | -2.3% | -13.3% | +11.0% | +4.5% |
| 3M | -20.8% | -27.9% | +7.0% | -7.5% |
| 6M | -39.8% | -47.8% | +8.0% | -16.8% |
| YTD | -23.3% | -64.6% | +41.3% | +24.7% |
| 1Y | +1.8% | -64.0% | +65.8% | +62.7% |
| 3Y | +69.5% | -76.8% | +146.4% | +231.5% |
| 5Y | -18.0% | -74.2% | +56.2% | +43.1% |
| All | +44.1% | -3.1% | +47.2% | +12.2% |
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