+24.8%
BA vs ACI
+25.9%
-1.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -11.6% | +5.9% | -17.5% | -12.2% |
| 3M | -2.4% | -19.8% | +17.4% | -0.3% |
| 6M | -6.6% | -24.7% | +18.1% | -4.0% |
| YTD | -2.2% | -24.4% | +22.1% | +0.3% |
| 1Y | -8.0% | -31.5% | +23.5% | -4.5% |
| 3Y | -5.0% | -38.7% | +33.7% | -0.5% |
| 5Y | -2.7% | -42.8% | +40.1% | +1.2% |
| All | +24.8% | +25.9% | -1.0% | +20.7% |
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