+330.6%
ACGL vs STLA
+21.0%
+309.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.1% | -6.4% | +5.3% | +0.3% |
| 30D | +13.1% | -1.3% | +14.5% | +13.2% |
| 3M | +9.8% | -19.9% | +29.7% | +14.3% |
| 6M | +15.3% | -42.9% | +58.2% | +28.3% |
| YTD | +12.7% | -59.4% | +72.1% | +33.7% |
| 1Y | +20.7% | -56.8% | +77.5% | +40.5% |
| 3Y | +34.3% | -73.1% | +107.4% | +67.6% |
| 5Y | +170.6% | -70.1% | +240.7% | +215.9% |
| 10Y | +330.6% | +19.8% | +310.8% | +257.1% |
| All | +330.6% | +21.0% | +309.6% | +257.1% |
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