-63.9%
BAX vs ACI
-43.3%
-20.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.2% |
| 7D | +12.1% | -2.2% | +14.3% | +12.6% |
| 30D | +7.6% | +10.3% | -2.7% | +5.6% |
| 3M | -4.5% | +7.2% | -11.7% | -5.8% |
| 6M | +52.0% | -18.0% | +70.0% | +56.3% |
| YTD | +35.1% | -22.0% | +57.1% | +39.4% |
| 1Y | +43.7% | -23.4% | +67.1% | +49.0% |
| 3Y | -20.9% | -35.8% | +14.9% | -15.2% |
| All | -63.9% | -43.3% | -20.5% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling