-2.0%
BND vs ACI
+17.4%
-19.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.6% |
| 7D | -0.9% | -7.1% | +6.2% | -0.8% |
| 30D | -1.0% | -4.5% | +3.5% | -0.9% |
| 3M | -1.2% | -22.3% | +21.0% | -1.0% |
| 6M | -2.0% | -28.4% | +26.4% | -1.7% |
| YTD | -1.2% | -29.5% | +28.3% | -0.9% |
| 1Y | -0.5% | -34.2% | +33.8% | -0.1% |
| 3Y | +12.4% | -45.7% | +58.1% | +13.0% |
| 5Y | -2.5% | -40.8% | +38.3% | -2.1% |
| All | -2.0% | +17.4% | -19.4% | -2.0% |
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