-43.5%
ACN vs BX
+14.6%
-58.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.3% |
| 7D | -7.9% | -8.9% | +1.0% | -4.6% |
| 30D | -1.1% | -14.8% | +13.7% | +5.0% |
| 3M | +5.6% | +6.9% | -1.3% | +2.8% |
| 6M | -9.9% | +16.3% | -26.2% | -15.4% |
| YTD | -32.3% | -16.1% | -16.2% | -28.4% |
| 1Y | -25.3% | -26.8% | +1.5% | -17.3% |
| 3Y | -42.3% | +22.4% | -64.7% | -49.4% |
| 5Y | -43.5% | +16.0% | -59.5% | -52.4% |
| All | -43.5% | +14.6% | -58.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling