-42.4%
ACI vs BBWI
-66.8%
+24.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.1% | -3.1% |
| 7D | -2.6% | +1.6% | -4.1% | -2.7% |
| 30D | +1.1% | -6.2% | +7.3% | +1.4% |
| 3M | -23.6% | +4.3% | -28.0% | -23.9% |
| 6M | -29.9% | -7.2% | -22.8% | -29.9% |
| YTD | -26.9% | -3.0% | -23.8% | -27.1% |
| 1Y | -34.2% | -30.8% | -3.5% | -33.5% |
| 3Y | -43.6% | -43.4% | -0.2% | -43.3% |
| 5Y | -42.4% | -66.7% | +24.3% | -39.8% |
| All | -42.4% | -66.8% | +24.4% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling