+38.3%
BN vs ACI
-42.9%
+81.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.2% |
| 3M | -10.4% | -19.8% | +9.4% | -8.3% |
| 6M | -6.4% | -24.7% | +18.4% | -3.6% |
| YTD | -11.9% | -24.4% | +12.5% | -9.5% |
| 1Y | -8.6% | -31.5% | +22.9% | -4.8% |
| 3Y | +77.6% | -38.7% | +116.2% | +87.1% |
| All | +38.3% | -42.9% | +81.2% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling