+176.8%
ACGL vs STLA
-72.6%
+249.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | -1.4% | -11.6% | +10.2% | 0.0% |
| 30D | +12.4% | -6.2% | +18.5% | +13.0% |
| 3M | +11.1% | -24.6% | +35.7% | +14.3% |
| 6M | +16.3% | -44.9% | +61.3% | +23.8% |
| YTD | +13.8% | -62.3% | +76.1% | +26.4% |
| 1Y | +20.4% | -61.8% | +82.2% | +33.2% |
| 3Y | +33.6% | -75.3% | +108.9% | +53.5% |
| 5Y | +176.8% | -72.5% | +249.4% | +204.8% |
| All | +176.8% | -72.6% | +249.4% | +204.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling