+334.3%
AGI vs STLA
+51.6%
+282.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -5.3% | -3.8% | -1.4% | -5.0% |
| 30D | +6.8% | -3.1% | +9.9% | +7.0% |
| 3M | +8.3% | -19.6% | +27.9% | +10.0% |
| 6M | -29.2% | -23.5% | -5.8% | -27.8% |
| YTD | -7.3% | -51.5% | +44.3% | -3.1% |
| 1Y | +8.0% | -39.7% | +47.7% | +10.9% |
| 3Y | +206.6% | -66.3% | +272.9% | +226.5% |
| 5Y | +398.1% | -63.1% | +461.3% | +418.4% |
| All | +334.3% | +51.6% | +282.7% | +380.6% |
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