+815.7%
AFL vs STLA
+150.0%
+665.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +2.9% | -13.8% | +16.6% | +5.6% |
| 30D | +8.0% | -10.5% | +18.5% | +9.8% |
| 3M | +5.9% | -28.9% | +34.8% | +11.7% |
| 6M | +11.6% | -49.7% | +61.4% | +24.9% |
| YTD | +17.5% | -64.9% | +82.5% | +39.0% |
| 1Y | +13.3% | -64.0% | +77.3% | +32.9% |
| 3Y | +67.0% | -77.4% | +144.5% | +107.4% |
| 5Y | +150.6% | -74.4% | +225.1% | +196.2% |
| 10Y | +343.1% | -6.4% | +349.4% | +307.7% |
| All | +815.7% | +150.0% | +665.7% | +682.8% |
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