+53.0%
ALLE vs STLA
-71.4%
+124.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.2% |
| 7D | +0.1% | -4.9% | +5.0% | +1.1% |
| 30D | +25.9% | -4.9% | +30.8% | +27.0% |
| 3M | +14.9% | -23.7% | +38.5% | +21.0% |
| 6M | +42.1% | -45.0% | +87.1% | +60.3% |
| YTD | +20.4% | -60.9% | +81.3% | +44.8% |
| 1Y | +14.9% | -58.9% | +73.7% | +35.9% |
| 3Y | +90.1% | -74.4% | +164.5% | +146.5% |
| 5Y | +53.0% | -71.5% | +124.5% | +78.9% |
| All | +53.0% | -71.4% | +124.4% | +78.9% |
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