-40.8%
ACI vs WY
-22.3%
-18.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.7% |
| 7D | -7.1% | -3.7% | -3.4% | -6.3% |
| 30D | -4.5% | -11.3% | +6.8% | -1.9% |
| 3M | -22.3% | -8.1% | -14.1% | -20.9% |
| 6M | -28.4% | -7.4% | -21.0% | -27.4% |
| YTD | -29.5% | -4.7% | -24.8% | -28.9% |
| 1Y | -34.2% | -9.2% | -25.0% | -33.1% |
| 3Y | -45.7% | -24.7% | -21.0% | -43.2% |
| 5Y | -40.8% | -21.6% | -19.2% | -42.4% |
| All | -40.8% | -22.3% | -18.5% | -42.4% |
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