-16.9%
ACI vs NWSA
+18.2%
-35.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.1% |
| 7D | +4.5% | +4.3% | +0.2% | +2.9% |
| 30D | +20.9% | +5.6% | +15.3% | +18.6% |
| 3M | +15.2% | +7.3% | +8.0% | +12.7% |
| 6M | -13.3% | +18.8% | -32.2% | -15.8% |
| YTD | -16.2% | +17.9% | -34.1% | -17.7% |
| 1Y | -16.9% | +19.3% | -36.2% | -18.6% |
| All | -16.9% | +18.2% | -35.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling