-16.9%
ACI vs BRO
-3.6%
-13.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -0.9% | +2.0% |
| 7D | +4.5% | +12.4% | -8.0% | +0.4% |
| 30D | +20.9% | +21.6% | -0.7% | +13.2% |
| 3M | +15.2% | +4.3% | +10.9% | +13.3% |
| 6M | -13.3% | +29.2% | -42.5% | -19.2% |
| YTD | -16.2% | -6.4% | -9.8% | -12.9% |
| 1Y | -16.9% | -5.3% | -11.6% | -14.3% |
| All | -16.9% | -3.6% | -13.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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