+83.2%
BN vs ACI
-40.4%
+123.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | -9.5% | +5.9% | -15.4% | -10.0% |
| 3M | -10.4% | -19.8% | +9.4% | -9.0% |
| 6M | -6.4% | -24.7% | +18.4% | -4.5% |
| YTD | -11.9% | -24.4% | +12.5% | -10.4% |
| 1Y | -8.6% | -31.5% | +22.9% | -5.5% |
| All | +83.2% | -40.4% | +123.6% | +99.8% |
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