+34.4%
ACI vs BWA
+87.3%
-52.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.4% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +9.5% | -17.7% | +27.2% | +11.6% |
| 3M | +10.1% | -27.0% | +37.1% | +13.4% |
| 6M | -15.4% | -17.3% | +1.9% | -14.4% |
| YTD | -19.5% | +12.9% | -32.4% | -22.8% |
| 1Y | -21.0% | +12.9% | -33.9% | -24.2% |
| 3Y | -31.2% | +62.1% | -93.3% | -38.7% |
| 5Y | -40.6% | +30.7% | -71.3% | -46.4% |
| All | +34.4% | +87.3% | -52.9% | +12.7% |
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