-64.2%
BAX vs ACI
-42.9%
-21.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +0.1% | +2.3% | -2.2% | -0.3% |
| 30D | +4.1% | +1.2% | +2.8% | +3.8% |
| 3M | -4.5% | +6.8% | -11.3% | -5.8% |
| 6M | +49.2% | -18.7% | +68.0% | +53.8% |
| YTD | +35.2% | -20.2% | +55.5% | +39.0% |
| 1Y | +38.3% | -23.7% | +62.0% | +43.7% |
| 3Y | -19.0% | -31.6% | +12.6% | -14.3% |
| All | -64.2% | -42.9% | -21.3% | -61.7% |
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