+22.2%
ACI vs WY
+31.7%
-9.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -3.0% |
| 7D | -2.6% | -2.1% | -0.5% | -2.1% |
| 30D | +1.1% | -10.5% | +11.6% | +3.4% |
| 3M | -23.6% | -4.9% | -18.8% | -22.9% |
| 6M | -29.9% | -4.9% | -25.0% | -29.4% |
| YTD | -26.9% | -1.7% | -25.2% | -26.8% |
| 1Y | -34.2% | -9.4% | -24.9% | -33.2% |
| 3Y | -43.6% | -22.3% | -21.3% | -41.7% |
| 5Y | -42.4% | -20.5% | -21.9% | -41.0% |
| All | +22.2% | +31.7% | -9.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling