+19.3%
ACI vs WTW
+72.0%
-52.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.8% |
| 7D | -5.0% | -7.1% | +2.1% | -3.9% |
| 30D | -2.3% | -8.5% | +6.2% | -0.9% |
| 3M | -23.2% | +20.6% | -43.8% | -25.7% |
| 6M | -29.5% | +7.2% | -36.7% | -30.6% |
| YTD | -28.6% | -3.9% | -24.7% | -28.5% |
| 1Y | -34.0% | -3.6% | -30.4% | -34.0% |
| 3Y | -45.0% | +60.7% | -105.6% | -50.0% |
| 5Y | -44.0% | +42.2% | -86.2% | -49.0% |
| All | +19.3% | +72.0% | -52.8% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling