+171.5%
BP vs ACI
+21.8%
+149.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.8% |
| 7D | +0.9% | -2.6% | +3.5% | +1.2% |
| 30D | +9.1% | +1.1% | +8.0% | +9.0% |
| 3M | +3.9% | -23.6% | +27.6% | +6.4% |
| 6M | +13.6% | -29.9% | +43.6% | +17.4% |
| YTD | +34.0% | -26.9% | +60.9% | +37.7% |
| 1Y | +39.2% | -34.2% | +73.4% | +44.5% |
| 3Y | +36.4% | -43.6% | +80.0% | +43.5% |
| 5Y | +135.8% | -42.4% | +178.2% | +143.7% |
| All | +171.5% | +21.8% | +149.8% | +170.8% |
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 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