+57.2%
AA vs STLA
-74.0%
+131.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +0.9% | -4.5% | +5.4% | +2.6% |
| 30D | -6.7% | -3.9% | -2.8% | -5.7% |
| 3M | -16.3% | -20.2% | +3.8% | -10.0% |
| 6M | -37.1% | -42.2% | +5.1% | -24.1% |
| YTD | -25.0% | -59.3% | +34.3% | +1.3% |
| 1Y | +8.6% | -56.1% | +64.6% | +40.0% |
| 3Y | +57.2% | -73.7% | +130.9% | +125.7% |
| All | +57.2% | -74.0% | +131.3% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling