+46.9%
ALLE vs STLA
-64.3%
+111.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -0.2% | +2.6% | -2.8% | -0.7% |
| 30D | -6.8% | -1.2% | -5.6% | -6.7% |
| 3M | +21.0% | -24.8% | +45.8% | +26.4% |
| 6M | +1.1% | -25.6% | +26.7% | +5.4% |
| YTD | -0.5% | -48.9% | +48.4% | +9.7% |
| 1Y | -7.3% | -38.8% | +31.5% | -2.3% |
| All | +46.9% | -64.3% | +111.2% | +67.5% |
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