+17.7%
ACI vs TW
+70.3%
-52.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -7.1% | -2.7% | -4.3% | -6.7% |
| 30D | -4.5% | -1.7% | -2.8% | -4.2% |
| 3M | -22.3% | +1.6% | -23.9% | -22.5% |
| 6M | -28.4% | -17.7% | -10.7% | -26.6% |
| YTD | -29.5% | -4.3% | -25.2% | -29.3% |
| 1Y | -34.2% | -13.1% | -21.1% | -33.2% |
| 3Y | -45.7% | +20.3% | -66.0% | -47.0% |
| 5Y | -40.8% | +22.0% | -62.7% | -43.7% |
| All | +17.7% | +70.3% | -52.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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