+26.3%
ACI vs WY
+33.6%
-7.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | +5.9% | -10.1% | +16.0% | +8.2% |
| 3M | -19.8% | -5.1% | -14.6% | -19.0% |
| 6M | -24.7% | -4.8% | -20.0% | -24.2% |
| YTD | -24.4% | -0.2% | -24.2% | -24.5% |
| 1Y | -31.5% | -6.6% | -24.9% | -30.8% |
| 3Y | -38.7% | -22.7% | -15.9% | -36.5% |
| 5Y | -42.8% | -22.2% | -20.6% | -41.3% |
| All | +26.3% | +33.6% | -7.3% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling