+19.3%
ACI vs GWRE
+31.6%
-12.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -2.1% |
| 7D | -5.0% | -26.2% | +21.2% | -3.6% |
| 30D | -2.3% | -17.8% | +15.4% | -1.4% |
| 3M | -23.2% | +14.2% | -37.4% | -23.6% |
| 6M | -29.5% | -12.9% | -16.6% | -29.5% |
| YTD | -28.6% | -29.2% | +0.6% | -27.9% |
| 1Y | -34.0% | -44.4% | +10.4% | -32.7% |
| 3Y | -45.0% | +51.1% | -96.0% | -47.2% |
| 5Y | -44.0% | +16.5% | -60.5% | -46.8% |
| All | +19.3% | +31.6% | -12.4% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling