+1.1%
STZ vs ACGL
+337.7%
-336.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.6% |
| 7D | +4.9% | +0.9% | +4.0% | +4.6% |
| 30D | +20.9% | +13.7% | +7.1% | +15.2% |
| 3M | +8.0% | +8.0% | -0.1% | +4.9% |
| 6M | -5.3% | +13.3% | -18.6% | -9.8% |
| YTD | +5.9% | +11.8% | -5.9% | +1.1% |
| 1Y | +14.2% | +22.2% | -8.0% | +5.3% |
| 3Y | -37.0% | +32.5% | -69.4% | -45.0% |
| 5Y | -29.7% | +160.2% | -189.9% | -56.0% |
| All | +1.1% | +337.7% | -336.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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