-41.7%
ACI vs STZ
-47.4%
+5.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.2% | -1.9% | +2.1% | +0.5% |
| 30D | +5.9% | -1.9% | +7.8% | +6.2% |
| 3M | -19.8% | -6.2% | -13.5% | -19.0% |
| 6M | -24.7% | -14.0% | -10.7% | -23.3% |
| YTD | -24.4% | -5.1% | -19.3% | -24.2% |
| 1Y | -31.5% | -9.6% | -21.9% | -31.0% |
| All | -41.7% | -47.4% | +5.6% | -37.0% |
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