+34.4%
ACI vs STZ
-5.8%
+40.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -0.6% | +5.3% | -5.9% | -1.5% |
| 30D | +9.5% | +19.6% | -10.0% | +6.2% |
| 3M | +10.1% | +10.0% | +0.1% | +8.1% |
| 6M | -15.4% | -0.3% | -15.1% | -15.8% |
| YTD | -19.5% | +8.6% | -28.1% | -21.2% |
| 1Y | -21.0% | +16.6% | -37.6% | -23.5% |
| 3Y | -31.2% | -34.8% | +3.6% | -28.5% |
| 5Y | -40.6% | -27.8% | -12.7% | -38.6% |
| All | +34.4% | -5.8% | +40.2% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling