-95.2%
AAOX vs STLA
-35.0%
-60.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.6% | -11.3% | -13.4% |
| 7D | -48.3% | -4.9% | -43.4% | -46.4% |
| 30D | -84.3% | -4.9% | -79.4% | -83.9% |
| 3M | -91.4% | -23.7% | -67.8% | -90.9% |
| 6M | -96.3% | -45.0% | -51.4% | -95.5% |
| All | -95.2% | -35.0% | -60.3% | -95.1% |
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