-32.5%
AAL vs STLA
-62.5%
+30.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.1% |
| 7D | -0.3% | +0.7% | -1.1% | -0.8% |
| 30D | -19.0% | -2.4% | -16.7% | -18.4% |
| 3M | -5.1% | -23.9% | +18.8% | +7.8% |
| 6M | +15.5% | -24.6% | +40.1% | +31.0% |
| YTD | -15.8% | -50.5% | +34.7% | +15.4% |
| 1Y | -0.3% | -39.8% | +39.5% | +18.1% |
| 3Y | -7.7% | -65.6% | +58.0% | +43.2% |
| 5Y | -32.5% | -62.1% | +29.6% | -9.6% |
| All | -32.5% | -62.5% | +30.0% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling