-65.7%
BAX vs ACI
+32.8%
-98.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | +4.1% | +1.2% | +2.8% | +3.9% |
| 3M | -4.5% | +6.8% | -11.3% | -5.5% |
| 6M | +49.2% | -18.7% | +68.0% | +52.4% |
| YTD | +35.2% | -20.2% | +55.5% | +37.9% |
| 1Y | +38.3% | -23.7% | +62.0% | +41.9% |
| 3Y | -19.0% | -31.6% | +12.6% | -15.9% |
| 5Y | -64.2% | -42.8% | -21.4% | -62.6% |
| All | -65.7% | +32.8% | -98.5% | -64.3% |
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