-40.8%
ACI vs NWSA
+39.0%
-79.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -7.1% | -4.8% | -2.3% | -6.2% |
| 30D | -4.5% | +3.0% | -7.5% | -5.0% |
| 3M | -22.3% | +9.3% | -31.6% | -23.3% |
| 6M | -28.4% | +23.2% | -51.6% | -30.6% |
| YTD | -29.5% | +13.3% | -42.8% | -30.9% |
| 1Y | -34.2% | +2.9% | -37.1% | -34.6% |
| 3Y | -45.7% | +43.3% | -89.0% | -49.3% |
| 5Y | -40.8% | +40.9% | -81.7% | -47.1% |
| All | -40.8% | +39.0% | -79.8% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling