-40.6%
ACN vs STLA
-62.4%
+21.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -1.5% | +2.6% | -4.1% | -2.2% |
| 30D | +9.4% | -1.2% | +10.6% | +9.6% |
| 3M | +5.6% | -24.8% | +30.4% | +12.8% |
| 6M | -9.3% | -25.6% | +16.3% | -3.6% |
| YTD | -29.0% | -48.9% | +20.0% | -17.9% |
| 1Y | -24.7% | -38.8% | +14.1% | -18.1% |
| 3Y | -39.8% | -64.5% | +24.7% | -27.3% |
| All | -40.6% | -62.4% | +21.8% | -35.6% |
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