+1,251.0%
BE vs ACI
-44.9%
+1,295.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.3% | +12.9% | +9.7% |
| 7D | +29.8% | -2.6% | +32.3% | +29.8% |
| 30D | +26.4% | +1.1% | +25.3% | +26.3% |
| 3M | +9.3% | -23.6% | +33.0% | +11.1% |
| 6M | +105.1% | -29.9% | +135.0% | +109.8% |
| YTD | +219.0% | -26.9% | +245.9% | +221.5% |
| 1Y | +418.8% | -34.2% | +453.0% | +433.6% |
| 3Y | +1,784.6% | -43.6% | +1,828.2% | +1,896.3% |
| 5Y | +1,251.0% | -42.4% | +1,293.4% | +1,282.5% |
| All | +1,251.0% | -44.9% | +1,295.9% | +1,282.5% |
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