+787.1%
STLD vs ACGL
+332.0%
+455.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.8% | +3.3% |
| 7D | -4.7% | +1.3% | -5.9% | -5.4% |
| 30D | -0.9% | +14.2% | -15.1% | -8.1% |
| 3M | -11.9% | +11.1% | -23.0% | -17.2% |
| 6M | +0.9% | +16.4% | -15.5% | -8.3% |
| YTD | +40.4% | +13.8% | +26.6% | +28.6% |
| 1Y | +56.6% | +21.6% | +35.0% | +38.1% |
| 3Y | +125.5% | +33.5% | +91.9% | +80.4% |
| 5Y | +292.8% | +174.8% | +118.0% | +93.3% |
| 10Y | +787.1% | +330.4% | +456.7% | +234.2% |
| All | +787.1% | +332.0% | +455.0% | +234.2% |
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