+156.3%
ACN vs STRL
+4,310.8%
-4,154.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +15.0% | -17.3% | -3.2% |
| 7D | -2.5% | -13.3% | +10.8% | -2.1% |
| 30D | +22.6% | -43.3% | +66.0% | +26.5% |
| 3M | +45.9% | -46.9% | +92.8% | +50.7% |
| 6M | +43.8% | -65.6% | +109.4% | +51.9% |
| YTD | -2.5% | -5.1% | +2.6% | -11.7% |
| 1Y | +6.5% | -23.1% | +29.6% | -1.2% |
| 3Y | -14.2% | +346.8% | -361.0% | -43.8% |
| 5Y | -24.4% | +907.2% | -931.6% | -58.7% |
| 10Y | +156.3% | +3,988.2% | -3,831.9% | +5.9% |
| All | +156.3% | +4,310.8% | -4,154.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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