+21.6%
ACI vs BRO
+70.3%
-48.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -3.7% | -7.3% | +3.6% | -1.9% |
| 30D | +0.6% | -6.9% | +7.4% | +2.4% |
| 3M | -20.3% | +10.7% | -31.0% | -22.2% |
| 6M | -24.7% | -2.7% | -22.0% | -24.3% |
| YTD | -27.2% | -16.3% | -10.9% | -24.3% |
| 1Y | -32.7% | -29.1% | -3.6% | -27.5% |
| 3Y | -43.9% | -7.8% | -36.1% | -43.2% |
| 5Y | -38.9% | +18.7% | -57.6% | -41.6% |
| All | +21.6% | +70.3% | -48.7% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling