+26.3%
ACI vs BWA
+150.7%
-124.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | +0.2% | +5.7% | -5.5% | -0.4% |
| 30D | +5.9% | +1.4% | +4.5% | +5.7% |
| 3M | -19.8% | -12.1% | -7.7% | -18.7% |
| 6M | -24.7% | +28.6% | -53.3% | -27.6% |
| YTD | -24.4% | +51.1% | -75.5% | -29.4% |
| 1Y | -31.5% | +55.9% | -87.4% | -36.5% |
| 3Y | -38.7% | +70.1% | -108.8% | -44.5% |
| 5Y | -42.8% | +90.7% | -133.5% | -50.8% |
| All | +26.3% | +150.7% | -124.4% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling