+20.5%
AAL vs STLA
-73.7%
+94.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.7% | +7.5% |
| 7D | +8.3% | -6.4% | +14.6% | +11.2% |
| 30D | +11.0% | -1.3% | +12.3% | +11.3% |
| 3M | -11.2% | -19.9% | +8.8% | -3.7% |
| 6M | +6.1% | -42.9% | +49.0% | +32.3% |
| YTD | -7.6% | -59.4% | +51.8% | +30.3% |
| 1Y | +3.7% | -56.8% | +60.6% | +40.5% |
| 3Y | +20.5% | -73.1% | +93.6% | +79.7% |
| All | +20.5% | -73.7% | +94.2% | +79.7% |
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