-43.6%
ACI vs BB
+68.2%
-111.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.2% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +1.1% | -12.4% | +13.4% | +1.0% |
| 3M | -23.6% | -15.3% | -8.4% | -23.8% |
| 6M | -29.9% | +128.8% | -158.7% | -30.5% |
| YTD | -26.9% | +107.7% | -134.5% | -27.4% |
| 1Y | -34.2% | +103.9% | -138.1% | -34.9% |
| 3Y | -43.6% | +72.6% | -116.2% | -44.9% |
| All | -43.6% | +68.2% | -111.8% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling