+432.7%
BNY vs ACI
+18.9%
+413.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +0.3% | -5.0% | +5.3% | +0.7% |
| 30D | +1.9% | -2.3% | +4.2% | +2.1% |
| 3M | +13.9% | -23.2% | +37.1% | +16.0% |
| 6M | +42.3% | -29.5% | +71.8% | +45.8% |
| YTD | +41.8% | -28.6% | +70.5% | +44.9% |
| 1Y | +57.9% | -34.0% | +92.0% | +62.4% |
| 3Y | +290.7% | -45.0% | +335.7% | +308.0% |
| 5Y | +252.3% | -44.0% | +296.3% | +262.9% |
| All | +432.7% | +18.9% | +413.9% | +445.8% |
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 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