+170.9%
BHP vs ACI
+32.8%
+138.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -0.5% | +2.3% | -2.8% | -0.7% |
| 30D | -4.5% | +1.2% | -5.8% | -4.7% |
| 3M | -6.9% | +6.8% | -13.7% | -7.7% |
| 6M | -10.6% | -18.7% | +8.2% | -9.1% |
| YTD | +37.2% | -20.2% | +57.4% | +39.2% |
| 1Y | +48.0% | -23.7% | +71.8% | +51.2% |
| 3Y | +52.6% | -31.6% | +84.2% | +57.5% |
| 5Y | +116.5% | -42.8% | +159.2% | +124.7% |
| All | +170.9% | +32.8% | +138.1% | +170.3% |
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