+137.3%
BLK vs ACI
+21.8%
+115.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.6% |
| 7D | -2.4% | -2.6% | +0.2% | -2.1% |
| 30D | -3.1% | +1.1% | -4.2% | -3.2% |
| 3M | +10.7% | -23.6% | +34.3% | +13.4% |
| 6M | +15.9% | -29.9% | +45.8% | +19.7% |
| YTD | +4.0% | -26.9% | +30.9% | +6.6% |
| 1Y | +1.3% | -34.2% | +35.5% | +5.1% |
| 3Y | +69.6% | -43.6% | +113.2% | +78.6% |
| 5Y | +33.8% | -42.4% | +76.2% | +38.6% |
| All | +137.3% | +21.8% | +115.5% | +135.3% |
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