-45.0%
ACI vs WY
-23.0%
-22.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -5.0% | -1.7% | -3.4% | -4.8% |
| 30D | -2.3% | -9.9% | +7.5% | -0.5% |
| 3M | -23.2% | -7.5% | -15.7% | -22.2% |
| 6M | -29.5% | -5.1% | -24.3% | -28.9% |
| YTD | -28.6% | -2.1% | -26.5% | -28.4% |
| 1Y | -34.0% | -7.3% | -26.7% | -33.4% |
| All | -45.0% | -23.0% | -22.0% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling