-64.9%
BAX vs ACI
+31.1%
-96.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +9.0% | -5.9% | +14.9% | +9.9% |
| 30D | +8.5% | +7.2% | +1.2% | +7.5% |
| 3M | -4.1% | +8.8% | -12.9% | -5.2% |
| 6M | +46.9% | -17.2% | +64.1% | +49.6% |
| YTD | +38.4% | -21.3% | +59.6% | +41.3% |
| 1Y | +47.0% | -23.7% | +70.7% | +50.9% |
| 3Y | -14.9% | -32.8% | +17.9% | -11.4% |
| 5Y | -62.5% | -41.4% | -21.1% | -60.9% |
| All | -64.9% | +31.1% | -96.0% | -63.4% |
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