-26.9%
STZ vs ACGL
+170.1%
-197.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.6% | +4.6% |
| 7D | +13.0% | +8.0% | +5.0% | +10.8% |
| 30D | +29.4% | +17.3% | +12.1% | +24.5% |
| 3M | +11.6% | +11.2% | +0.4% | +8.7% |
| 6M | -0.2% | +18.2% | -18.4% | -4.3% |
| YTD | +8.6% | +15.4% | -6.8% | +4.6% |
| 1Y | +15.9% | +26.5% | -10.6% | +9.4% |
| 3Y | -35.4% | +36.1% | -71.5% | -40.4% |
| 5Y | -26.9% | +175.9% | -202.8% | -44.7% |
| All | -26.9% | +170.1% | -197.0% | -44.7% |
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