-2.6%
AGG vs STLA
-62.8%
+60.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.1% |
| 7D | -1.1% | -2.9% | +1.8% | -1.0% |
| 30D | -1.1% | +0.9% | -2.1% | -1.2% |
| 3M | -1.9% | -21.6% | +19.7% | -1.5% |
| 6M | -1.7% | -21.6% | +19.9% | -1.3% |
| YTD | -1.3% | -50.4% | +49.1% | -0.2% |
| 1Y | -0.7% | -43.6% | +42.8% | 0.0% |
| 3Y | +12.5% | -66.4% | +78.9% | +14.3% |
| All | -2.6% | -62.8% | +60.2% | -2.4% |
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