-31.2%
ACI vs BWA
+64.1%
-95.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.2% |
| 7D | -0.6% | -2.4% | +1.8% | -0.6% |
| 30D | +9.5% | -17.7% | +27.2% | +9.6% |
| 3M | +10.1% | -27.0% | +37.1% | +10.4% |
| 6M | -15.4% | -17.3% | +1.9% | -15.6% |
| YTD | -19.5% | +12.9% | -32.4% | -21.9% |
| 1Y | -21.0% | +12.9% | -33.9% | -23.3% |
| 3Y | -31.2% | +62.1% | -93.3% | -35.8% |
| All | -31.2% | +64.1% | -95.3% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling