+50.4%
ALLE vs STLA
-70.1%
+120.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.6% | -4.5% | +4.0% | +0.4% |
| 30D | +25.3% | -3.9% | +29.2% | +26.1% |
| 3M | +10.3% | -20.2% | +30.5% | +15.1% |
| 6M | +38.0% | -42.2% | +80.2% | +54.0% |
| YTD | +17.8% | -59.3% | +77.1% | +40.5% |
| 1Y | +13.6% | -56.1% | +69.7% | +32.4% |
| 3Y | +89.2% | -73.7% | +162.9% | +144.0% |
| All | +50.4% | -70.1% | +120.4% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling