-27.6%
ACI vs WOLF
+60.4%
-88.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.1% | -3.2% |
| 7D | -2.6% | +9.8% | -12.3% | -2.3% |
| 30D | +1.1% | -12.1% | +13.2% | +0.9% |
| 3M | -23.6% | -47.9% | +24.2% | -25.0% |
| 6M | -29.9% | +74.3% | -104.2% | -28.8% |
| YTD | -26.9% | +65.9% | -92.7% | -25.9% |
| All | -27.6% | +60.4% | -88.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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