+31.5%
ACI vs BBWI
+117.3%
-85.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.9% |
| 7D | -5.9% | -6.2% | +0.3% | -5.6% |
| 30D | +7.2% | +25.5% | -18.3% | +6.2% |
| 3M | +8.8% | +8.0% | +0.9% | +8.3% |
| 6M | -17.2% | +12.7% | -29.9% | -17.7% |
| YTD | -21.3% | +11.6% | -32.9% | -21.9% |
| 1Y | -23.7% | -0.9% | -22.8% | -24.2% |
| 3Y | -32.8% | -22.7% | -10.2% | -33.2% |
| 5Y | -41.4% | -67.2% | +25.8% | -41.1% |
| All | +31.5% | +117.3% | -85.7% | +24.9% |
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