+4.1%
ACN vs STLA
-64.5%
+68.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -3.8% | -13.8% | +9.9% | -1.0% |
| 30D | +16.5% | -10.5% | +27.1% | +18.9% |
| 3M | +41.5% | -28.9% | +70.3% | +48.9% |
| 6M | +60.1% | -49.7% | +109.8% | +71.5% |
| YTD | -3.9% | -64.9% | +61.0% | +6.5% |
| 1Y | +4.1% | -64.0% | +68.1% | +14.2% |
| All | +4.1% | -64.5% | +68.6% | +14.2% |
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 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