+19.3%
ACI vs BWA
+142.2%
-123.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -5.0% | +0.1% | -5.2% | -5.1% |
| 30D | -2.3% | -5.6% | +3.2% | -1.7% |
| 3M | -23.2% | -10.7% | -12.5% | -22.3% |
| 6M | -29.5% | +23.2% | -52.6% | -31.8% |
| YTD | -28.6% | +46.0% | -74.6% | -33.1% |
| 1Y | -34.0% | +51.2% | -85.2% | -38.6% |
| 3Y | -45.0% | +69.6% | -114.5% | -50.3% |
| 5Y | -44.0% | +86.6% | -130.6% | -51.8% |
| All | +19.3% | +142.2% | -123.0% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling