-6.2%
AAL vs STLA
-64.4%
+58.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.7% |
| 7D | -3.7% | +2.6% | -6.3% | -4.8% |
| 30D | -20.8% | -1.2% | -19.6% | -20.6% |
| 3M | -1.3% | -24.8% | +23.5% | +10.6% |
| 6M | +5.4% | -25.6% | +30.9% | +18.3% |
| YTD | -14.4% | -48.9% | +34.6% | +10.8% |
| 1Y | +2.1% | -38.8% | +40.9% | +16.5% |
| All | -6.2% | -64.4% | +58.2% | +25.5% |
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 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