+124.8%
AA vs STLA
+48.0%
+76.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +5.2% |
| 7D | +1.7% | +0.7% | +0.9% | +1.0% |
| 30D | +3.3% | -2.4% | +5.7% | +4.1% |
| 3M | -29.4% | -23.9% | -5.5% | -19.2% |
| 6M | -12.8% | -24.6% | +11.8% | -1.2% |
| YTD | -2.1% | -50.5% | +48.4% | +34.1% |
| 1Y | +62.8% | -39.8% | +102.6% | +94.6% |
| 3Y | +90.5% | -65.6% | +156.1% | +201.6% |
| 5Y | +19.1% | -62.1% | +81.2% | +69.7% |
| 10Y | +124.8% | +47.8% | +77.0% | +79.3% |
| All | +124.8% | +48.0% | +76.8% | +79.3% |
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