+431.3%
AME vs STLA
+12.4%
+419.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.0% |
| 7D | -4.1% | -4.9% | +0.8% | -2.9% |
| 30D | -4.1% | -4.9% | +0.8% | -3.3% |
| 3M | -5.6% | -23.7% | +18.0% | +0.2% |
| 6M | +2.8% | -45.0% | +47.8% | +18.7% |
| YTD | +16.6% | -60.9% | +77.5% | +45.1% |
| 1Y | +21.1% | -58.9% | +80.0% | +48.1% |
| 3Y | +61.1% | -74.4% | +135.5% | +116.3% |
| 5Y | +76.6% | -71.5% | +148.1% | +121.0% |
| 10Y | +431.3% | +5.3% | +426.1% | +356.3% |
| All | +431.3% | +12.4% | +419.0% | +356.3% |
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 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