+6.4%
AAL vs STLA
-57.6%
+64.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.7% | +7.5% |
| 7D | +8.3% | -6.4% | +14.6% | +9.7% |
| 30D | +11.0% | -1.3% | +12.3% | +11.3% |
| 3M | -11.2% | -19.9% | +8.8% | -7.6% |
| 6M | +6.1% | -42.9% | +49.0% | +17.8% |
| YTD | -7.6% | -59.4% | +51.8% | +3.6% |
| All | +6.4% | -57.6% | +64.0% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling