+424.3%
AME vs STLA
+48.0%
+376.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.8% |
| 7D | +2.8% | +0.7% | +2.0% | +2.5% |
| 30D | -6.3% | -2.4% | -3.9% | -6.0% |
| 3M | +5.4% | -23.9% | +29.3% | +12.6% |
| 6M | +7.4% | -24.6% | +32.1% | +14.5% |
| YTD | +16.2% | -50.5% | +66.7% | +36.8% |
| 1Y | +26.8% | -39.8% | +66.7% | +39.1% |
| 3Y | +57.5% | -65.6% | +123.1% | +95.5% |
| 5Y | +84.8% | -62.1% | +146.9% | +114.8% |
| 10Y | +424.3% | +47.8% | +376.5% | +310.8% |
| All | +424.3% | +48.0% | +376.3% | +310.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling