+93.1%
ACN vs BX
+673.1%
-580.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.3% |
| 7D | -1.5% | -5.6% | +4.1% | +0.8% |
| 30D | +2.1% | -12.2% | +14.3% | +7.7% |
| 3M | +11.1% | +7.4% | +3.7% | +7.6% |
| 6M | -6.8% | +22.2% | -29.0% | -15.0% |
| YTD | -30.0% | -14.0% | -16.0% | -26.4% |
| 1Y | -23.1% | -27.3% | +4.2% | -13.6% |
| 3Y | -40.4% | +24.5% | -64.9% | -49.0% |
| 5Y | -41.6% | +18.9% | -60.5% | -52.0% |
| All | +93.1% | +673.1% | -580.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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