+94.8%
BN vs ACI
-31.5%
+126.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -1.0% | +2.3% | -3.3% | -1.2% |
| 30D | +14.0% | +1.2% | +12.7% | +13.9% |
| 3M | -9.0% | +6.8% | -15.8% | -9.5% |
| 6M | -8.8% | -18.7% | +9.9% | -7.6% |
| YTD | -10.3% | -20.2% | +10.0% | -9.3% |
| 1Y | -5.8% | -23.7% | +17.9% | -4.2% |
| 3Y | +94.8% | -31.6% | +126.4% | +101.7% |
| All | +94.8% | -31.5% | +126.3% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling