+26.3%
ACI vs BBWI
+94.8%
-68.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.4% |
| 7D | +0.2% | +1.5% | -1.3% | +0.1% |
| 30D | +5.9% | -5.2% | +11.1% | +6.1% |
| 3M | -19.8% | +11.1% | -30.9% | -20.1% |
| 6M | -24.7% | -13.4% | -11.4% | -24.6% |
| YTD | -24.4% | +0.1% | -24.5% | -24.6% |
| 1Y | -31.5% | -36.1% | +4.6% | -30.9% |
| 3Y | -38.7% | -44.1% | +5.4% | -38.4% |
| 5Y | -42.8% | -66.2% | +23.4% | -42.2% |
| All | +26.3% | +94.8% | -68.5% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling