-28.4%
STZ vs ACGL
+174.7%
-203.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +11.8% | +6.4% | +5.4% | +10.1% |
| 30D | +26.0% | +16.6% | +9.4% | +21.3% |
| 3M | +11.5% | +11.6% | 0.0% | +8.6% |
| 6M | -2.0% | +17.5% | -19.4% | -5.8% |
| YTD | +7.9% | +15.3% | -7.4% | +4.0% |
| 1Y | +13.9% | +26.3% | -12.4% | +7.6% |
| 3Y | -35.8% | +35.9% | -71.8% | -40.7% |
| 5Y | -28.4% | +168.2% | -196.6% | -45.3% |
| All | -28.4% | +174.7% | -203.1% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling