-16.9%
ACI vs BWA
+17.4%
-34.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.1% | +3.3% |
| 7D | +4.5% | -9.9% | +14.4% | +3.7% |
| 30D | +20.9% | -16.4% | +37.2% | +19.2% |
| 3M | +15.2% | -19.8% | +35.1% | +13.5% |
| 6M | -13.3% | -10.0% | -3.4% | -14.3% |
| YTD | -16.2% | +12.7% | -28.9% | -20.2% |
| 1Y | -16.9% | +15.7% | -32.5% | -21.0% |
| All | -16.9% | +17.4% | -34.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling