-42.4%
ACI vs BWA
+88.6%
-131.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.1% |
| 7D | -2.6% | +4.3% | -6.8% | -2.9% |
| 30D | +1.1% | -2.9% | +4.0% | +1.3% |
| 3M | -23.6% | -12.4% | -11.2% | -22.8% |
| 6M | -29.9% | +28.6% | -58.5% | -32.1% |
| YTD | -26.9% | +48.2% | -75.1% | -30.8% |
| 1Y | -34.2% | +50.9% | -85.2% | -38.1% |
| 3Y | -43.6% | +72.2% | -115.8% | -48.3% |
| 5Y | -42.4% | +91.1% | -133.5% | -51.5% |
| All | -42.4% | +88.6% | -131.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling