-21.0%
ACI vs STLA
-59.1%
+38.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +2.2% |
| 7D | -0.6% | -4.9% | +4.3% | -0.5% |
| 30D | +9.5% | -4.9% | +14.5% | +9.9% |
| 3M | +10.1% | -23.7% | +33.7% | +11.3% |
| 6M | -15.4% | -45.0% | +29.6% | -15.0% |
| YTD | -19.5% | -60.9% | +41.3% | -18.1% |
| 1Y | -21.0% | -58.9% | +37.9% | -20.3% |
| All | -21.0% | -59.1% | +38.1% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling