+33.3%
ACI vs WU
-48.4%
+81.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.0% |
| 7D | +2.3% | -2.0% | +4.3% | +2.6% |
| 30D | +1.2% | +11.4% | -10.2% | -0.5% |
| 3M | +6.8% | -6.8% | +13.6% | +7.7% |
| 6M | -18.7% | -14.6% | -4.1% | -17.3% |
| YTD | -20.2% | -20.6% | +0.4% | -18.3% |
| 1Y | -23.7% | -15.4% | -8.4% | -22.7% |
| 3Y | -31.6% | -23.6% | -8.0% | -30.4% |
| 5Y | -42.8% | -43.4% | +0.6% | -38.9% |
| All | +33.3% | -48.4% | +81.7% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling