+19.3%
ACI vs BBWI
+76.8%
-57.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -2.1% |
| 7D | -5.0% | -4.4% | -0.6% | -4.9% |
| 30D | -2.3% | -7.4% | +5.1% | -2.0% |
| 3M | -23.2% | -2.2% | -21.0% | -23.1% |
| 6M | -29.5% | -16.3% | -13.2% | -29.2% |
| YTD | -28.6% | -9.1% | -19.5% | -28.6% |
| 1Y | -34.0% | -34.5% | +0.5% | -33.4% |
| 3Y | -45.0% | -47.0% | +2.0% | -44.5% |
| 5Y | -44.0% | -68.8% | +24.8% | -43.2% |
| All | +19.3% | +76.8% | -57.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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