-65.7%
BAX vs ACI
+25.9%
-91.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | +33.5% | -19.8% | +53.3% | +36.7% |
| 6M | +35.9% | -24.7% | +60.6% | +40.0% |
| YTD | +35.4% | -24.4% | +59.7% | +39.1% |
| 1Y | +9.8% | -31.5% | +41.2% | +14.3% |
| 3Y | -32.7% | -38.7% | +6.0% | -29.1% |
| 5Y | -65.6% | -42.8% | -22.7% | -63.9% |
| All | -65.7% | +25.9% | -91.5% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling