-31.5%
ACI vs BRO
-24.4%
-7.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +0.2% | -2.6% | +2.7% | +0.9% |
| 30D | +5.9% | +0.9% | +5.0% | +5.7% |
| 3M | -19.8% | +24.8% | -44.5% | -24.2% |
| 6M | -24.7% | -0.1% | -24.7% | -24.0% |
| YTD | -24.4% | -9.7% | -14.7% | -20.9% |
| 1Y | -31.5% | -24.5% | -7.0% | -23.6% |
| All | -31.5% | -24.4% | -7.1% | -23.6% |
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