-45.0%
ACI vs BNS
+127.2%
-172.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.0% | -1.3% | -3.8% | -5.0% |
| 30D | -2.3% | +4.0% | -6.3% | -2.5% |
| 3M | -23.2% | +13.8% | -37.0% | -24.0% |
| 6M | -29.5% | +32.7% | -62.2% | -31.4% |
| YTD | -28.6% | +27.6% | -56.2% | -30.3% |
| 1Y | -34.0% | +47.4% | -81.4% | -37.4% |
| All | -45.0% | +127.2% | -172.1% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling