+212.1%
ALLE vs STLA
-3.1%
+215.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.5% | +1.0% |
| 7D | +1.6% | -13.1% | +14.6% | +5.2% |
| 30D | +24.1% | -13.3% | +37.3% | +28.2% |
| 3M | +14.8% | -27.9% | +42.7% | +23.9% |
| 6M | +45.9% | -47.8% | +93.7% | +70.5% |
| YTD | +20.7% | -64.6% | +85.3% | +53.8% |
| 1Y | +14.2% | -64.0% | +78.2% | +44.2% |
| 3Y | +90.7% | -76.8% | +167.5% | +162.2% |
| 5Y | +50.6% | -74.2% | +124.7% | +93.4% |
| All | +212.1% | -3.1% | +215.2% | +183.9% |
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