+324.9%
ACGL vs STLA
-4.1%
+329.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | -13.8% | +15.9% | +5.3% |
| 30D | +12.3% | -10.5% | +22.8% | +14.6% |
| 3M | +11.8% | -28.9% | +40.7% | +19.3% |
| 6M | +17.5% | -49.7% | +67.2% | +34.3% |
| YTD | +14.3% | -64.9% | +79.2% | +39.8% |
| 1Y | +18.2% | -64.0% | +82.2% | +43.2% |
| 3Y | +33.2% | -77.4% | +110.6% | +73.2% |
| 5Y | +174.3% | -74.4% | +248.8% | +231.6% |
| All | +324.9% | -4.1% | +329.0% | +262.1% |
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 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