+53.4%
ALLE vs STLA
-74.6%
+127.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +3.6% | -13.8% | +17.3% | +6.8% |
| 30D | +25.9% | -10.5% | +36.4% | +28.5% |
| 3M | +15.8% | -28.9% | +44.6% | +23.7% |
| 6M | +48.1% | -49.7% | +97.8% | +70.2% |
| YTD | +22.0% | -64.9% | +86.9% | +50.0% |
| 1Y | +18.0% | -64.0% | +82.1% | +43.8% |
| 3Y | +93.1% | -77.4% | +170.5% | +157.5% |
| All | +53.4% | -74.6% | +127.9% | +82.9% |
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 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