+51.6%
SW vs ACI
-30.9%
+82.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.5% | +3.6% |
| 7D | +12.1% | +4.5% | +7.6% | +11.3% |
| 30D | +6.6% | +20.9% | -14.3% | +3.8% |
| 3M | -6.0% | +15.2% | -21.3% | -7.9% |
| 6M | +21.5% | -13.3% | +34.8% | +23.2% |
| YTD | +20.3% | -16.2% | +36.5% | +21.9% |
| 1Y | +28.1% | -16.9% | +45.0% | +30.1% |
| All | +51.6% | -30.9% | +82.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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