+26.3%
ACI vs WING
-12.1%
+38.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +0.2% | -3.9% | +4.0% | +0.4% |
| 30D | +5.9% | -11.6% | +17.5% | +6.5% |
| 3M | -19.8% | -24.2% | +4.4% | -18.8% |
| 6M | -24.7% | -54.1% | +29.3% | -21.9% |
| YTD | -24.4% | -53.9% | +29.5% | -21.7% |
| 1Y | -31.5% | -64.4% | +32.9% | -28.2% |
| 3Y | -38.7% | -30.2% | -8.5% | -39.8% |
| 5Y | -42.8% | -34.1% | -8.7% | -46.0% |
| All | +26.3% | -12.1% | +38.4% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling