+41.6%
AA vs STLA
-4.1%
+45.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.2% |
| 7D | +0.5% | -13.8% | +14.3% | +8.6% |
| 30D | -0.6% | -10.5% | +9.9% | +4.5% |
| 3M | -19.7% | -28.9% | +9.2% | -5.5% |
| 6M | -41.6% | -49.7% | +8.2% | -17.6% |
| YTD | -24.6% | -64.9% | +40.3% | +23.2% |
| 1Y | +4.9% | -64.0% | +68.9% | +67.5% |
| 3Y | +66.8% | -77.4% | +144.3% | +231.3% |
| 5Y | -19.4% | -74.4% | +55.0% | +41.4% |
| All | +41.6% | -4.1% | +45.7% | +10.8% |
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