+1,081.9%
STLD vs ACGL
+276.1%
+805.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.7% |
| 7D | +3.1% | -0.7% | +3.9% | +3.5% |
| 30D | -9.0% | -1.0% | -8.0% | -8.6% |
| 3M | -12.4% | +11.0% | -23.4% | -17.8% |
| 6M | +25.5% | -0.3% | +25.8% | +24.5% |
| YTD | +43.6% | +2.3% | +41.3% | +39.9% |
| 1Y | +87.2% | +6.4% | +80.8% | +77.5% |
| 3Y | +135.2% | +34.0% | +101.3% | +86.0% |
| 5Y | +290.9% | +161.6% | +129.2% | +96.8% |
| All | +1,081.9% | +276.1% | +805.8% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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