+34.3%
ACI vs STZ
-6.4%
+40.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.9% | +14.7% | -9.8% | +2.4% |
| 3M | +11.1% | +8.8% | +2.3% | +9.3% |
| 6M | -14.9% | +3.1% | -18.0% | -15.7% |
| YTD | -19.6% | +7.9% | -27.5% | -21.2% |
| 1Y | -22.7% | +14.2% | -36.9% | -24.9% |
| 3Y | -31.2% | -35.2% | +3.9% | -28.4% |
| 5Y | -42.3% | -29.6% | -12.8% | -40.4% |
| All | +34.3% | -6.4% | +40.7% | +37.3% |
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