-32.7%
ACI vs BNS
+49.3%
-82.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.4% |
| 7D | -3.7% | -0.4% | -3.4% | -3.8% |
| 30D | +0.6% | +3.5% | -2.9% | +1.3% |
| 3M | -20.3% | +14.1% | -34.4% | -17.7% |
| 6M | -24.7% | +33.8% | -58.4% | -18.3% |
| YTD | -27.2% | +29.5% | -56.7% | -22.0% |
| 1Y | -32.7% | +48.4% | -81.1% | -25.5% |
| All | -32.7% | +49.3% | -82.0% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling