+88.7%
ACN vs STLA
+48.0%
+40.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.3% |
| 7D | -4.8% | +0.7% | -5.6% | -5.0% |
| 30D | +1.9% | -2.4% | +4.2% | +2.5% |
| 3M | +3.9% | -23.9% | +27.7% | +11.1% |
| 6M | -15.0% | -24.6% | +9.6% | -9.6% |
| YTD | -31.9% | -50.5% | +18.6% | -20.2% |
| 1Y | -28.5% | -39.8% | +11.3% | -21.4% |
| 3Y | -41.9% | -65.6% | +23.7% | -28.4% |
| 5Y | -42.9% | -62.1% | +19.2% | -33.6% |
| 10Y | +88.7% | +47.8% | +41.0% | +60.1% |
| All | +88.7% | +48.0% | +40.7% | +60.1% |
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