+338.6%
AFL vs STLA
-3.1%
+341.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.9% |
| 7D | +0.2% | -13.1% | +13.3% | +3.4% |
| 30D | +8.6% | -13.3% | +21.9% | +11.8% |
| 3M | +5.3% | -27.9% | +33.2% | +12.4% |
| 6M | +10.0% | -47.8% | +57.9% | +26.1% |
| YTD | +16.5% | -64.6% | +81.1% | +44.8% |
| 1Y | +12.7% | -64.0% | +76.7% | +39.0% |
| 3Y | +65.5% | -76.8% | +142.3% | +119.5% |
| 5Y | +148.5% | -74.2% | +222.6% | +206.0% |
| All | +338.6% | -3.1% | +341.7% | +264.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling