-65.2%
AAL vs STLA
+51.6%
-116.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.9% | -3.8% | +2.9% | +1.1% |
| 30D | -16.0% | -3.1% | -12.8% | -15.0% |
| 3M | -4.2% | -19.6% | +15.4% | +5.8% |
| 6M | +15.7% | -23.5% | +39.1% | +30.5% |
| YTD | -16.2% | -51.5% | +35.3% | +16.3% |
| 1Y | +0.2% | -39.7% | +39.9% | +19.9% |
| 3Y | -8.1% | -66.3% | +58.2% | +46.2% |
| 5Y | -32.2% | -63.1% | +31.0% | -0.5% |
| All | -65.2% | +51.6% | -116.9% | -69.2% |
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