-26.4%
BA vs ACI
-42.9%
+16.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.4% |
| 30D | -7.1% | +1.2% | -8.4% | -7.3% |
| 3M | -25.5% | +6.8% | -32.3% | -26.2% |
| 6M | -28.7% | -18.7% | -10.0% | -27.1% |
| YTD | -21.0% | -20.2% | -0.8% | -19.2% |
| 1Y | -11.9% | -23.7% | +11.9% | -9.2% |
| 3Y | -16.2% | -31.6% | +15.5% | -12.6% |
| All | -26.4% | -42.9% | +16.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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