+330.4%
ACGL vs STLA
+12.4%
+318.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.6% | +1.7% |
| 7D | +1.3% | -4.9% | +6.2% | +2.3% |
| 30D | +14.2% | -4.9% | +19.1% | +15.1% |
| 3M | +11.1% | -23.7% | +34.7% | +16.8% |
| 6M | +16.4% | -45.0% | +61.3% | +30.5% |
| YTD | +13.8% | -60.9% | +74.7% | +36.0% |
| 1Y | +21.6% | -58.9% | +80.4% | +43.0% |
| 3Y | +33.5% | -74.4% | +108.0% | +68.9% |
| 5Y | +174.8% | -71.5% | +246.4% | +224.8% |
| 10Y | +330.4% | +5.3% | +325.1% | +262.3% |
| All | +330.4% | +12.4% | +318.0% | +262.3% |
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