-44.0%
ACI vs TW
+20.0%
-64.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | -2.3% | -0.6% | -1.7% | -2.2% |
| 3M | -23.2% | +3.4% | -26.6% | -23.7% |
| 6M | -29.5% | -18.4% | -11.0% | -27.3% |
| YTD | -28.6% | -3.9% | -24.7% | -28.4% |
| 1Y | -34.0% | -13.3% | -20.7% | -32.8% |
| 3Y | -45.0% | +20.8% | -65.8% | -46.9% |
| 5Y | -44.0% | +20.3% | -64.3% | -47.8% |
| All | -44.0% | +20.0% | -64.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling