-42.4%
ACI vs WING
-35.4%
-6.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -2.6% | -0.1% | -2.4% | -2.6% |
| 30D | +1.1% | -6.0% | +7.1% | +1.3% |
| 3M | -23.6% | -23.5% | -0.2% | -23.1% |
| 6M | -29.9% | -52.0% | +22.0% | -28.2% |
| YTD | -26.9% | -53.8% | +26.9% | -25.0% |
| 1Y | -34.2% | -63.8% | +29.6% | -32.1% |
| 3Y | -43.6% | -30.8% | -12.8% | -44.1% |
| 5Y | -42.4% | -34.3% | -8.1% | -52.4% |
| All | -42.4% | -35.4% | -6.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling