+3,150.3%
BE vs ACI
+25.9%
+3,124.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.4% |
| 7D | +20.0% | +0.2% | +19.8% | +20.0% |
| 30D | +7.9% | +5.9% | +2.0% | +7.1% |
| 3M | -13.2% | -19.8% | +6.6% | -11.0% |
| 6M | +53.5% | -24.7% | +78.2% | +57.6% |
| YTD | +191.0% | -24.4% | +215.4% | +196.8% |
| 1Y | +360.5% | -31.5% | +392.0% | +379.5% |
| 3Y | +1,568.0% | -38.7% | +1,606.7% | +1,678.7% |
| 5Y | +1,055.2% | -42.8% | +1,098.0% | +1,120.3% |
| All | +3,150.3% | +25.9% | +3,124.4% | +2,319.4% |
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 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