+30.8%
BIL vs ACM
+225.3%
-194.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +3.0% | -2.9% | +0.1% |
| 30D | 0.0% | +19.7% | -19.7% | 0.0% |
| 3M | +0.6% | +5.3% | -4.7% | +0.6% |
| 6M | +1.5% | -10.8% | +12.3% | +1.5% |
| YTD | +2.8% | -25.1% | +27.9% | +2.8% |
| 1Y | +3.3% | -45.8% | +49.1% | +3.3% |
| 3Y | +13.4% | -9.4% | +22.8% | +13.4% |
| 5Y | +19.8% | +4.8% | +15.1% | +19.9% |
| 10Y | +25.7% | +129.8% | -104.0% | +26.0% |
| All | +30.8% | +225.3% | -194.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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