-22.5%
ACN vs STLA
-70.1%
+47.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +0.9% | -4.5% | +5.4% | +2.1% |
| 30D | +33.5% | -3.9% | +37.4% | +34.5% |
| 3M | +53.5% | -20.2% | +73.6% | +61.8% |
| 6M | +52.2% | -42.2% | +94.4% | +72.5% |
| YTD | -0.1% | -59.3% | +59.2% | +21.9% |
| 1Y | +11.0% | -56.1% | +67.1% | +32.1% |
| 3Y | -11.8% | -73.7% | +61.9% | +16.0% |
| All | -22.5% | -70.1% | +47.6% | -11.8% |
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