+19.3%
ACI vs WING
-11.0%
+30.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | -5.0% | -2.3% | -2.8% | -4.9% |
| 30D | -2.3% | -5.6% | +3.3% | -2.1% |
| 3M | -23.2% | -22.9% | -0.3% | -22.4% |
| 6M | -29.5% | -50.4% | +21.0% | -27.1% |
| YTD | -28.6% | -53.3% | +24.7% | -26.2% |
| 1Y | -34.0% | -61.2% | +27.2% | -31.2% |
| 3Y | -45.0% | -30.1% | -14.9% | -45.9% |
| 5Y | -44.0% | -35.0% | -9.0% | -47.0% |
| All | +19.3% | -11.0% | +30.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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