+45.0%
AA vs STZ
+11.6%
+33.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +1.2% | +5.3% | -4.1% | -1.5% |
| 30D | -5.0% | +19.6% | -24.6% | -14.3% |
| 3M | -22.2% | +10.0% | -32.2% | -27.2% |
| 6M | -36.3% | -0.3% | -36.1% | -37.7% |
| YTD | -24.2% | +8.6% | -32.7% | -30.9% |
| 1Y | +3.9% | +16.6% | -12.7% | -9.8% |
| 3Y | +67.6% | -34.8% | +102.4% | +102.0% |
| 5Y | -8.8% | -27.8% | +19.0% | +2.4% |
| 10Y | +45.0% | +12.5% | +32.4% | +32.3% |
| All | +45.0% | +11.6% | +33.4% | +32.3% |
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