+17.7%
ACI vs BRO
+70.6%
-52.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -7.1% | -8.6% | +1.5% | -5.0% |
| 30D | -4.5% | -6.9% | +2.4% | -2.8% |
| 3M | -22.3% | +10.5% | -32.7% | -24.1% |
| 6M | -28.4% | -2.8% | -25.6% | -28.1% |
| YTD | -29.5% | -16.1% | -13.4% | -26.8% |
| 1Y | -34.2% | -27.6% | -6.6% | -29.4% |
| 3Y | -45.7% | -7.3% | -38.4% | -45.1% |
| 5Y | -40.8% | +19.0% | -59.8% | -43.5% |
| All | +17.7% | +70.6% | -52.9% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling