+133.0%
AFL vs STLA
-63.2%
+196.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -5.4% | -5.2% | -0.2% | -4.9% |
| 3M | -0.3% | -24.9% | +24.6% | +3.3% |
| 6M | +5.2% | -25.2% | +30.4% | +8.6% |
| YTD | +5.7% | -51.4% | +57.1% | +15.8% |
| 1Y | +10.2% | -40.7% | +50.9% | +15.4% |
| 3Y | +63.4% | -66.3% | +129.7% | +83.9% |
| 5Y | +133.0% | -63.2% | +196.3% | +148.7% |
| All | +133.0% | -63.2% | +196.2% | +148.7% |
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