+214.4%
BHP vs ACI
+18.9%
+195.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +0.9% | -5.0% | +5.9% | +1.4% |
| 30D | +4.0% | -2.3% | +6.3% | +4.2% |
| 3M | +11.3% | -23.2% | +34.4% | +13.9% |
| 6M | +29.3% | -29.5% | +58.8% | +33.4% |
| YTD | +59.2% | -28.6% | +87.8% | +63.6% |
| 1Y | +80.8% | -34.0% | +114.9% | +87.6% |
| 3Y | +88.0% | -45.0% | +133.0% | +99.4% |
| 5Y | +126.6% | -44.0% | +170.7% | +136.5% |
| All | +214.4% | +18.9% | +195.5% | +217.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling