+156.3%
ACN vs STLA
+21.0%
+135.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -2.5% | -6.4% | +3.8% | -0.8% |
| 30D | +22.6% | -1.3% | +24.0% | +22.7% |
| 3M | +45.9% | -19.9% | +65.8% | +54.3% |
| 6M | +43.8% | -42.9% | +86.7% | +65.3% |
| YTD | -2.5% | -59.4% | +57.0% | +20.4% |
| 1Y | +6.5% | -56.8% | +63.3% | +28.8% |
| 3Y | -14.2% | -73.1% | +58.9% | +13.3% |
| 5Y | -24.4% | -70.1% | +45.7% | -6.5% |
| 10Y | +156.3% | +19.8% | +136.5% | +123.3% |
| All | +156.3% | +21.0% | +135.3% | +123.3% |
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 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