+213.1%
BAC vs ACI
+21.8%
+191.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +1.2% | -2.6% | +3.7% | +1.4% |
| 30D | -0.7% | +1.1% | -1.8% | -0.8% |
| 3M | +16.9% | -23.6% | +40.6% | +19.2% |
| 6M | +29.6% | -29.9% | +59.5% | +33.0% |
| YTD | +15.3% | -26.9% | +42.1% | +17.6% |
| 1Y | +28.8% | -34.2% | +63.1% | +32.7% |
| 3Y | +136.4% | -43.6% | +180.0% | +146.2% |
| 5Y | +72.9% | -42.4% | +115.3% | +77.7% |
| All | +213.1% | +21.8% | +191.3% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling