+34.3%
ACI vs SWK
+2.7%
+31.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.6% |
| 7D | -0.5% | -2.0% | +1.5% | -0.2% |
| 30D | +4.9% | +24.6% | -19.7% | +2.4% |
| 3M | +11.1% | +10.8% | +0.3% | +9.8% |
| 6M | -14.9% | +46.1% | -61.0% | -18.4% |
| YTD | -19.6% | +56.8% | -76.4% | -23.6% |
| 1Y | -22.7% | +72.7% | -95.4% | -27.5% |
| 3Y | -31.2% | +49.9% | -81.1% | -35.5% |
| 5Y | -42.3% | -30.9% | -11.4% | -39.1% |
| All | +34.3% | +2.7% | +31.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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