+26.3%
ACI vs BB
+58.4%
-32.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | -5.6% | +5.8% | +0.5% |
| 30D | +5.9% | -11.8% | +17.7% | +6.6% |
| 3M | -19.8% | -25.5% | +5.8% | -18.8% |
| 6M | -24.7% | +121.3% | -146.0% | -29.5% |
| YTD | -24.4% | +103.2% | -127.6% | -28.8% |
| 1Y | -31.5% | +102.6% | -134.1% | -35.7% |
| 3Y | -38.7% | +37.5% | -76.2% | -42.0% |
| 5Y | -42.8% | -30.4% | -12.4% | -43.4% |
| All | +26.3% | +58.4% | -32.1% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling