+3.4%
BAX vs ACI
-33.6%
+37.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.4% |
| 7D | -2.4% | -2.6% | +0.1% | -2.1% |
| 30D | -9.7% | +1.1% | -10.8% | -9.8% |
| 3M | +29.3% | -23.6% | +52.9% | +32.5% |
| 6M | +40.7% | -29.9% | +70.6% | +46.0% |
| YTD | +30.3% | -26.9% | +57.1% | +32.5% |
| 1Y | +3.4% | -34.2% | +37.6% | +15.8% |
| All | +3.4% | -33.6% | +37.0% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling