-35.8%
ACI vs STZ
-37.2%
+1.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | -2.2% | +4.9% | -7.1% | -3.2% |
| 30D | +10.3% | +20.9% | -10.6% | +6.3% |
| 3M | +7.2% | +8.0% | -0.8% | +5.3% |
| 6M | -18.0% | -5.3% | -12.7% | -18.0% |
| YTD | -22.0% | +5.9% | -27.9% | -23.6% |
| 1Y | -23.4% | +14.2% | -37.6% | -25.9% |
| 3Y | -35.8% | -37.0% | +1.1% | -34.1% |
| All | -35.8% | -37.2% | +1.4% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling