-42.4%
ACI vs BB
-27.1%
-15.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.3% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +1.1% | -12.4% | +13.4% | +1.3% |
| 3M | -23.6% | -15.3% | -8.4% | -23.6% |
| 6M | -29.9% | +128.8% | -158.7% | -32.0% |
| YTD | -26.9% | +107.7% | -134.5% | -28.7% |
| 1Y | -34.2% | +103.9% | -138.1% | -36.1% |
| 3Y | -43.6% | +72.6% | -116.2% | -45.6% |
| 5Y | -42.4% | -24.3% | -18.1% | -42.9% |
| All | -42.4% | -27.1% | -15.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling