-66.9%
BAX vs ACI
+21.8%
-88.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.3% |
| 7D | -2.4% | -2.6% | +0.1% | -2.1% |
| 30D | -9.7% | +1.1% | -10.8% | -9.9% |
| 3M | +29.3% | -23.6% | +52.9% | +33.2% |
| 6M | +40.7% | -29.9% | +70.6% | +46.4% |
| YTD | +30.3% | -26.9% | +57.1% | +34.4% |
| 1Y | +3.4% | -34.2% | +37.6% | +8.3% |
| 3Y | -32.0% | -43.6% | +11.6% | -27.6% |
| 5Y | -66.9% | -42.4% | -24.5% | -65.1% |
| All | -66.9% | +21.8% | -88.7% | -65.2% |
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