+21.6%
ACI vs BNS
+217.5%
-195.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.1% |
| 7D | -3.7% | -0.4% | -3.4% | -3.7% |
| 30D | +0.6% | +3.5% | -2.9% | 0.0% |
| 3M | -20.3% | +14.1% | -34.4% | -22.3% |
| 6M | -24.7% | +33.8% | -58.4% | -28.9% |
| YTD | -27.2% | +29.5% | -56.7% | -31.0% |
| 1Y | -32.7% | +48.4% | -81.1% | -38.3% |
| 3Y | -43.9% | +129.6% | -173.5% | -54.0% |
| 5Y | -38.9% | +96.1% | -134.9% | -48.3% |
| All | +21.6% | +217.5% | -195.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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