+138.5%
BN vs ACI
+21.8%
+116.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.2% |
| 7D | -1.2% | -2.6% | +1.4% | -0.9% |
| 30D | -10.9% | +1.1% | -12.0% | -11.0% |
| 3M | -11.1% | -23.6% | +12.6% | -8.9% |
| 6M | -4.4% | -29.9% | +25.6% | -1.3% |
| YTD | -14.1% | -26.9% | +12.7% | -12.0% |
| 1Y | -11.1% | -34.2% | +23.2% | -7.8% |
| 3Y | +75.6% | -43.6% | +119.2% | +84.4% |
| 5Y | +35.8% | -42.4% | +78.2% | +40.8% |
| All | +138.5% | +21.8% | +116.8% | +132.9% |
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