+124.8%
AA vs STZ
-14.3%
+139.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.2% | +6.5% |
| 7D | +1.7% | -7.4% | +9.0% | +5.7% |
| 30D | +3.3% | -10.9% | +14.2% | +9.1% |
| 3M | -29.4% | -13.4% | -16.0% | -24.7% |
| 6M | -12.8% | -16.2% | +3.4% | -6.4% |
| YTD | -2.1% | -10.4% | +8.3% | -0.2% |
| 1Y | +62.8% | -14.8% | +77.5% | +70.3% |
| 3Y | +90.5% | -50.1% | +140.6% | +168.5% |
| 5Y | +19.1% | -38.8% | +57.9% | +46.3% |
| 10Y | +124.8% | -14.1% | +138.9% | +135.2% |
| All | +124.8% | -14.3% | +139.1% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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