+440.7%
AME vs STLA
-4.1%
+444.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +5.9% | -13.8% | +19.6% | +9.9% |
| 30D | -1.9% | -10.5% | +8.6% | +0.4% |
| 3M | -5.4% | -28.9% | +23.5% | +2.3% |
| 6M | +4.9% | -49.7% | +54.7% | +24.0% |
| YTD | +18.5% | -64.9% | +83.4% | +51.7% |
| 1Y | +25.5% | -64.0% | +89.5% | +59.1% |
| 3Y | +63.0% | -77.4% | +140.5% | +126.5% |
| 5Y | +78.3% | -74.4% | +152.7% | +129.5% |
| All | +440.7% | -4.1% | +444.8% | +334.6% |
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