+75.5%
AAL vs STLA
+178.7%
-103.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.3% | +1.0% |
| 7D | +10.1% | -4.9% | +15.0% | +12.2% |
| 30D | +10.6% | -4.9% | +15.5% | +12.3% |
| 3M | -5.9% | -23.7% | +17.7% | +2.8% |
| 6M | +5.7% | -45.0% | +50.7% | +29.7% |
| YTD | -8.0% | -60.9% | +52.9% | +25.0% |
| 1Y | +6.0% | -58.9% | +64.9% | +40.7% |
| 3Y | +19.6% | -74.4% | +94.0% | +84.1% |
| 5Y | -34.6% | -71.5% | +36.9% | -4.0% |
| 10Y | -65.5% | +5.3% | -70.7% | -64.5% |
| All | +75.5% | +178.7% | -103.3% | +61.2% |
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