-42.4%
ACI vs STLA
-62.5%
+20.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -3.0% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | +1.1% | -2.4% | +3.4% | +1.2% |
| 3M | -23.6% | -23.9% | +0.2% | -22.2% |
| 6M | -29.9% | -24.6% | -5.3% | -28.7% |
| YTD | -26.9% | -50.5% | +23.6% | -23.2% |
| 1Y | -34.2% | -39.8% | +5.6% | -32.6% |
| 3Y | -43.6% | -65.6% | +22.0% | -39.7% |
| 5Y | -42.4% | -62.1% | +19.7% | -40.5% |
| All | -42.4% | -62.5% | +20.1% | -40.5% |
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