+342.6%
ALLE vs STLA
+68.4%
+274.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -1.8% |
| 7D | 0.0% | -5.5% | +5.6% | +1.4% |
| 30D | +20.6% | -3.7% | +24.3% | +21.3% |
| 3M | +11.4% | -21.1% | +32.5% | +17.0% |
| 6M | +42.5% | -38.3% | +80.9% | +58.0% |
| YTD | +18.9% | -59.2% | +78.1% | +43.4% |
| 1Y | +14.2% | -56.7% | +70.8% | +35.1% |
| 3Y | +90.7% | -74.3% | +165.0% | +148.4% |
| 5Y | +52.5% | -70.2% | +122.7% | +85.8% |
| 10Y | +231.2% | +23.4% | +207.9% | +182.5% |
| All | +342.6% | +68.4% | +274.2% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling