+270.3%
ALLE vs STLA
+110.9%
+159.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -0.2% | +2.6% | -2.8% | -0.9% |
| 30D | -6.8% | -1.2% | -5.6% | -6.7% |
| 3M | +21.0% | -24.8% | +45.8% | +28.9% |
| 6M | +1.1% | -25.6% | +26.7% | +7.5% |
| YTD | -0.5% | -48.9% | +48.4% | +14.3% |
| 1Y | -7.3% | -38.8% | +31.5% | +0.8% |
| 3Y | +42.3% | -64.5% | +106.8% | +71.8% |
| 5Y | +13.5% | -62.4% | +75.9% | +31.3% |
| 10Y | +144.0% | +55.4% | +88.6% | +97.8% |
| All | +270.3% | +110.9% | +159.4% | +202.3% |
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