+17.7%
ACI vs WU
-49.1%
+66.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | -7.1% | -5.0% | -2.1% | -6.4% |
| 30D | -4.5% | -2.3% | -2.2% | -4.2% |
| 3M | -22.3% | -3.2% | -19.1% | -22.0% |
| 6M | -28.4% | -25.0% | -3.4% | -25.9% |
| YTD | -29.5% | -21.7% | -7.9% | -27.6% |
| 1Y | -34.2% | -9.0% | -25.3% | -34.1% |
| 3Y | -45.7% | -28.9% | -16.8% | -44.1% |
| 5Y | -40.8% | -51.0% | +10.2% | -34.8% |
| All | +17.7% | -49.1% | +66.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling