+44.1%
AA vs STZ
+12.6%
+31.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -2.3% | +14.7% | -17.0% | -9.8% |
| 3M | -20.8% | +8.8% | -29.6% | -25.5% |
| 6M | -39.8% | +3.1% | -42.9% | -42.2% |
| YTD | -23.3% | +7.9% | -31.2% | -29.9% |
| 1Y | +1.8% | +14.2% | -12.3% | -10.4% |
| 3Y | +69.5% | -35.2% | +104.7% | +105.1% |
| 5Y | -18.0% | -29.6% | +11.6% | -6.5% |
| All | +44.1% | +12.6% | +31.5% | +28.1% |
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