-1.1%
BND vs ACI
+25.9%
-27.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -0.4% | +5.9% | -6.3% | -0.4% |
| 3M | -0.6% | -19.8% | +19.1% | -0.4% |
| 6M | -1.4% | -24.7% | +23.3% | -1.2% |
| YTD | -0.2% | -24.4% | +24.2% | 0.0% |
| 1Y | +1.3% | -31.5% | +32.8% | +1.6% |
| 3Y | +13.2% | -38.7% | +51.8% | +13.6% |
| 5Y | -1.6% | -42.8% | +41.2% | -1.2% |
| All | -1.1% | +25.9% | -27.0% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling