-2.8%
BLK vs ACI
-32.3%
+29.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.5% |
| 7D | -3.3% | -3.7% | +0.4% | -3.2% |
| 30D | -6.5% | +0.6% | -7.1% | -6.5% |
| 3M | +6.7% | -20.3% | +27.1% | +7.0% |
| 6M | +14.7% | -24.7% | +39.4% | +14.5% |
| YTD | +2.5% | -27.2% | +29.7% | +1.7% |
| 1Y | -2.8% | -32.7% | +29.9% | -6.3% |
| All | -2.8% | -32.3% | +29.6% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling