-40.6%
ACI vs BWA
+32.7%
-73.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | +9.5% | -17.7% | +27.2% | +11.0% |
| 3M | +10.1% | -27.0% | +37.1% | +12.5% |
| 6M | -15.4% | -17.3% | +1.9% | -14.8% |
| YTD | -19.5% | +12.9% | -32.4% | -22.4% |
| 1Y | -21.0% | +12.9% | -33.9% | -23.9% |
| 3Y | -31.2% | +62.1% | -93.3% | -37.8% |
| 5Y | -40.6% | +30.7% | -71.3% | -45.3% |
| All | -40.6% | +32.7% | -73.3% | -45.3% |
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