+210.5%
ALLE vs STLA
+0.5%
+210.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.8% |
| 7D | -0.8% | -11.6% | +10.8% | +2.3% |
| 30D | +27.4% | -6.2% | +33.5% | +29.0% |
| 3M | +13.8% | -24.6% | +38.4% | +21.5% |
| 6M | +45.5% | -44.9% | +90.4% | +67.8% |
| YTD | +21.4% | -62.3% | +83.7% | +52.1% |
| 1Y | +15.4% | -61.8% | +77.2% | +43.6% |
| 3Y | +91.7% | -75.3% | +167.0% | +159.3% |
| 5Y | +54.5% | -72.5% | +127.0% | +95.4% |
| 10Y | +210.5% | +0.8% | +209.8% | +179.3% |
| All | +210.5% | +0.5% | +210.0% | +179.3% |
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