+1.4%
BA vs ACI
+31.1%
-29.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.7% | -5.9% | +4.2% | -1.1% |
| 30D | -9.5% | +7.2% | -16.7% | -10.2% |
| 3M | -26.5% | +8.8% | -35.3% | -27.2% |
| 6M | -27.4% | -17.2% | -10.2% | -26.2% |
| YTD | -20.6% | -21.3% | +0.6% | -18.9% |
| 1Y | -11.4% | -23.7% | +12.3% | -9.2% |
| 3Y | -10.8% | -32.8% | +22.0% | -7.6% |
| 5Y | -21.9% | -41.4% | +19.5% | -19.0% |
| All | +1.4% | +31.1% | -29.7% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling