+156.5%
ACN vs STLD
+868.9%
-712.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | +0.9% | -11.1% | +12.0% | +3.9% |
| 30D | +33.5% | -4.8% | +38.3% | +34.8% |
| 3M | +53.5% | -14.6% | +68.0% | +58.6% |
| 6M | +52.2% | -7.4% | +59.6% | +53.6% |
| YTD | -0.1% | +32.6% | -32.7% | -9.6% |
| 1Y | +11.0% | +47.3% | -36.3% | -2.5% |
| 3Y | -11.8% | +107.5% | -119.3% | -31.7% |
| 5Y | -22.8% | +268.8% | -291.6% | -51.3% |
| All | +156.5% | +868.9% | -712.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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