-29.9%
BAX vs ACI
-40.4%
+10.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -5.5% | +5.9% | -11.4% | -6.3% |
| 3M | +33.5% | -19.8% | +53.3% | +37.8% |
| 6M | +35.9% | -24.7% | +60.6% | +41.4% |
| YTD | +35.4% | -24.4% | +59.7% | +40.0% |
| 1Y | +9.8% | -31.5% | +41.2% | +16.6% |
| All | -29.9% | -40.4% | +10.5% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling