+164.7%
ACGL vs STLA
-70.1%
+234.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +0.9% | -4.5% | +5.4% | +1.4% |
| 30D | +13.7% | -3.9% | +17.6% | +14.1% |
| 3M | +8.0% | -20.2% | +28.2% | +10.4% |
| 6M | +13.3% | -42.2% | +55.5% | +19.9% |
| YTD | +11.8% | -59.3% | +71.2% | +23.1% |
| 1Y | +22.2% | -56.1% | +78.3% | +32.8% |
| 3Y | +32.5% | -73.7% | +106.1% | +51.3% |
| All | +164.7% | -70.1% | +234.8% | +188.2% |
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