+19.3%
BIL vs ACI
+25.9%
-6.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.3% | +5.9% | -5.6% | +0.3% |
| 3M | +0.9% | -19.8% | +20.7% | +0.9% |
| 6M | +1.8% | -24.7% | +26.6% | +1.8% |
| YTD | +2.4% | -24.4% | +26.8% | +2.4% |
| 1Y | +3.7% | -31.5% | +35.2% | +3.7% |
| 3Y | +14.2% | -38.7% | +52.8% | +14.2% |
| 5Y | +19.4% | -42.8% | +62.2% | +19.4% |
| All | +19.3% | +25.9% | -6.6% | +19.3% |
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 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