+331.1%
ACGL vs STLA
+18.3%
+312.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +0.9% | -4.5% | +5.4% | +1.8% |
| 30D | +13.7% | -3.9% | +17.6% | +14.4% |
| 3M | +8.0% | -20.2% | +28.2% | +12.5% |
| 6M | +13.3% | -42.2% | +55.5% | +25.7% |
| YTD | +11.8% | -59.3% | +71.2% | +32.6% |
| 1Y | +22.2% | -56.1% | +78.3% | +41.6% |
| 3Y | +32.5% | -73.7% | +106.1% | +66.5% |
| 5Y | +160.2% | -70.3% | +230.5% | +204.5% |
| All | +331.1% | +18.3% | +312.8% | +258.8% |
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