-32.0%
ACI vs TW
+41.7%
-73.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -5.3% | +2.8% | -8.2% | -5.8% |
| 30D | +5.0% | +18.1% | -13.0% | +1.9% |
| 3M | +7.5% | +25.2% | -17.7% | +3.2% |
| 6M | -16.0% | +19.1% | -35.1% | -18.8% |
| YTD | -20.6% | +21.9% | -42.6% | -23.8% |
| 1Y | -23.5% | +18.9% | -42.5% | -26.3% |
| All | -32.0% | +41.7% | -73.8% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling