-42.4%
ACI vs WY
-31.4%
-11.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +1.2% | +10.1% | -8.9% | -0.8% |
| 3M | +6.8% | -15.4% | +22.2% | +10.4% |
| 6M | -18.7% | -8.3% | -10.4% | -17.4% |
| YTD | -20.2% | -9.8% | -10.4% | -18.8% |
| 1Y | -23.7% | -3.9% | -19.8% | -23.3% |
| 3Y | -31.6% | -23.3% | -8.3% | -29.4% |
| All | -42.4% | -31.4% | -11.0% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling