+153.7%
BAC vs ACI
+31.1%
+122.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +2.2% |
| 7D | +2.0% | -5.9% | +7.9% | +2.4% |
| 30D | -6.9% | +7.2% | -14.2% | -7.5% |
| 3M | -19.6% | +8.8% | -28.4% | -20.2% |
| 6M | -0.5% | -17.2% | +16.7% | +0.7% |
| YTD | -6.6% | -21.3% | +14.6% | -5.3% |
| 1Y | -3.0% | -23.7% | +20.8% | -1.3% |
| 3Y | +97.3% | -32.8% | +130.2% | +102.1% |
| 5Y | +21.9% | -41.4% | +63.3% | +25.0% |
| All | +153.7% | +31.1% | +122.5% | +162.8% |
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 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