+33.3%
ACI vs BB
+83.1%
-49.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.6% |
| 7D | +2.3% | +1.8% | +0.4% | +2.2% |
| 30D | +1.2% | +8.1% | -6.9% | +0.6% |
| 3M | +6.8% | -1.0% | +7.8% | +6.4% |
| 6M | -18.7% | +45.9% | -64.6% | -21.5% |
| YTD | -20.2% | +134.8% | -155.0% | -25.7% |
| 1Y | -23.7% | +104.6% | -128.3% | -28.3% |
| 3Y | -31.6% | +152.8% | -184.5% | -38.6% |
| 5Y | -42.8% | -17.4% | -25.3% | -44.0% |
| All | +33.3% | +83.1% | -49.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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