+21.6%
ACI vs GWRE
+30.4%
-8.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +3.2% |
| 7D | -3.7% | -13.2% | +9.5% | -3.0% |
| 30D | +0.6% | -18.6% | +19.2% | +1.5% |
| 3M | -20.3% | +18.9% | -39.2% | -20.8% |
| 6M | -24.7% | -11.0% | -13.7% | -24.7% |
| YTD | -27.2% | -29.9% | +2.7% | -26.4% |
| 1Y | -32.7% | -44.3% | +11.6% | -31.3% |
| 3Y | -43.9% | +51.7% | -95.6% | -46.2% |
| 5Y | -38.9% | +15.4% | -54.3% | -41.8% |
| All | +21.6% | +30.4% | -8.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling