+392.6%
STM vs ACGL
+337.7%
+54.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +5.5% |
| 7D | -10.7% | +0.9% | -11.6% | -11.2% |
| 30D | -25.7% | +13.7% | -39.5% | -29.6% |
| 3M | -21.6% | +8.0% | -29.6% | -24.4% |
| 6M | -27.8% | +13.3% | -41.1% | -32.7% |
| YTD | +61.8% | +11.8% | +49.9% | +50.2% |
| 1Y | +78.1% | +22.2% | +55.9% | +58.7% |
| 3Y | +4.9% | +32.5% | -27.6% | -13.6% |
| 5Y | -14.3% | +160.2% | -174.5% | -52.8% |
| All | +392.6% | +337.7% | +54.9% | +118.6% |
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