+63.3%
AAL vs STLA
+263.8%
-200.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.8% |
| 7D | -3.7% | +2.6% | -6.3% | -4.7% |
| 30D | -20.8% | -1.2% | -19.6% | -20.7% |
| 3M | -1.3% | -24.8% | +23.5% | +8.7% |
| 6M | +5.4% | -25.6% | +30.9% | +16.4% |
| YTD | -14.4% | -48.9% | +34.6% | +6.2% |
| 1Y | +2.1% | -38.8% | +40.9% | +16.5% |
| 3Y | -10.6% | -64.5% | +54.0% | +23.0% |
| 5Y | -32.2% | -62.4% | +30.2% | -9.6% |
| 10Y | -62.7% | +55.4% | -118.1% | -65.8% |
| All | +63.3% | +263.8% | -200.5% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling