+89.2%
ALLE vs STLA
-74.0%
+163.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.6% | -4.5% | +4.0% | +0.2% |
| 30D | +25.3% | -3.9% | +29.2% | +25.9% |
| 3M | +10.3% | -20.2% | +30.5% | +13.8% |
| 6M | +38.0% | -42.2% | +80.2% | +49.6% |
| YTD | +17.8% | -59.3% | +77.1% | +34.0% |
| 1Y | +13.6% | -56.1% | +69.7% | +26.9% |
| 3Y | +89.2% | -73.7% | +162.9% | +121.1% |
| All | +89.2% | -74.0% | +163.2% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling