+221.5%
ALLE vs STLA
+21.0%
+200.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -0.6% | -6.4% | +5.7% | +1.0% |
| 30D | +26.6% | -1.3% | +27.9% | +26.6% |
| 3M | +13.2% | -19.9% | +33.1% | +18.9% |
| 6M | +42.9% | -42.9% | +85.8% | +63.4% |
| YTD | +21.0% | -59.4% | +80.4% | +49.0% |
| 1Y | +15.2% | -56.8% | +72.0% | +38.7% |
| 3Y | +95.6% | -73.1% | +168.7% | +158.6% |
| 5Y | +53.4% | -70.1% | +123.5% | +89.8% |
| 10Y | +221.5% | +19.8% | +201.7% | +165.6% |
| All | +221.5% | +21.0% | +200.5% | +165.6% |
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