+129.1%
ACM vs WTW
+198.0%
-68.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -4.6% | -5.7% | +1.1% | -1.9% |
| 30D | +4.1% | -7.3% | +11.3% | +7.8% |
| 3M | -8.3% | +21.5% | -29.8% | -16.8% |
| 6M | -30.1% | +9.6% | -39.7% | -34.0% |
| YTD | -32.6% | -3.3% | -29.3% | -32.9% |
| 1Y | -49.6% | -6.1% | -43.4% | -49.1% |
| 3Y | -23.0% | +61.8% | -84.9% | -43.6% |
| 5Y | +2.0% | +42.7% | -40.7% | -21.1% |
| All | +129.1% | +198.0% | -68.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling