+26.3%
ACI vs NWSA
+175.3%
-149.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +0.2% | -1.9% | +2.0% | +0.5% |
| 30D | +5.9% | +4.6% | +1.3% | +5.2% |
| 3M | -19.8% | +13.2% | -33.0% | -21.1% |
| 6M | -24.7% | +27.0% | -51.7% | -27.1% |
| YTD | -24.4% | +16.8% | -41.2% | -26.1% |
| 1Y | -31.5% | +4.5% | -36.0% | -32.1% |
| 3Y | -38.7% | +46.2% | -84.9% | -42.3% |
| 5Y | -42.8% | +40.9% | -83.7% | -47.4% |
| All | +26.3% | +175.3% | -149.0% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling