+41.1%
BAX vs ACI
-23.6%
+64.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -0.6% | -5.3% | +4.7% | -0.3% |
| 30D | +6.3% | +5.0% | +1.3% | +6.1% |
| 3M | -4.6% | +7.5% | -12.1% | -4.7% |
| 6M | +50.4% | -16.0% | +66.4% | +49.6% |
| YTD | +38.0% | -20.6% | +58.7% | +36.0% |
| All | +41.1% | -23.6% | +64.8% | +43.1% |
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