+64.0%
AFL vs STLA
-65.4%
+129.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.6% |
| 7D | -0.7% | +0.7% | -1.5% | -0.8% |
| 30D | -7.1% | -2.4% | -4.8% | -7.0% |
| 3M | +0.4% | -23.9% | +24.3% | +2.1% |
| 6M | +4.5% | -24.6% | +29.2% | +6.1% |
| YTD | +6.1% | -50.5% | +56.6% | +10.9% |
| 1Y | +10.6% | -39.8% | +50.4% | +12.8% |
| 3Y | +64.0% | -65.6% | +129.6% | +67.1% |
| All | +64.0% | -65.4% | +129.4% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling