-34.2%
ACI vs STZ
-16.0%
-18.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.4% | -2.0% |
| 7D | -2.6% | -7.4% | +4.8% | -0.9% |
| 30D | +1.1% | -10.9% | +12.0% | +3.6% |
| 3M | -23.6% | -13.4% | -10.2% | -21.6% |
| 6M | -29.9% | -16.2% | -13.7% | -28.0% |
| YTD | -26.9% | -10.4% | -16.4% | -26.8% |
| 1Y | -34.2% | -14.8% | -19.5% | -33.7% |
| All | -34.2% | -16.0% | -18.3% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling