-36.4%
AAL vs STLA
-70.4%
+34.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.7% | +7.5% |
| 7D | +8.3% | -6.4% | +14.6% | +11.9% |
| 30D | +11.0% | -1.3% | +12.3% | +11.3% |
| 3M | -11.2% | -19.9% | +8.8% | -2.2% |
| 6M | +6.1% | -42.9% | +49.0% | +37.9% |
| YTD | -7.6% | -59.4% | +51.8% | +38.6% |
| 1Y | +3.7% | -56.8% | +60.6% | +48.8% |
| 3Y | +20.5% | -73.1% | +93.6% | +111.7% |
| 5Y | -36.4% | -70.1% | +33.7% | -4.6% |
| All | -36.4% | -70.4% | +34.0% | -4.6% |
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