-9.7%
STZ vs ACGL
+276.1%
-285.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -1.9% | -1.0% | -0.9% | -1.5% |
| 3M | -6.2% | +11.0% | -17.3% | -10.1% |
| 6M | -14.0% | -0.3% | -13.7% | -14.2% |
| YTD | -5.1% | +2.3% | -7.4% | -6.3% |
| 1Y | -9.6% | +6.4% | -15.9% | -12.3% |
| 3Y | -47.2% | +34.0% | -81.2% | -54.5% |
| 5Y | -33.6% | +161.6% | -195.2% | -58.8% |
| All | -9.7% | +276.1% | -285.7% | -49.9% |
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