-39.7%
ACI vs WTW
+42.0%
-81.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -3.7% | -5.7% | +2.0% | -2.9% |
| 30D | +0.6% | -7.3% | +7.8% | +1.8% |
| 3M | -20.3% | +21.5% | -41.8% | -22.9% |
| 6M | -24.7% | +9.6% | -34.3% | -26.1% |
| YTD | -27.2% | -3.3% | -23.9% | -27.1% |
| 1Y | -32.7% | -6.1% | -26.6% | -32.3% |
| 3Y | -43.9% | +61.8% | -105.7% | -49.0% |
| All | -39.7% | +42.0% | -81.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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