+169.7%
BP vs ACI
+34.0%
+135.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -3.6% | +9.5% | -13.2% | -4.5% |
| 3M | +5.2% | +10.1% | -4.8% | +4.1% |
| 6M | +5.3% | -15.4% | +20.7% | +6.6% |
| YTD | +33.1% | -19.5% | +52.7% | +35.4% |
| 1Y | +26.3% | -21.0% | +47.3% | +28.7% |
| 3Y | +47.5% | -31.2% | +78.7% | +51.8% |
| 5Y | +106.2% | -40.6% | +146.7% | +112.5% |
| All | +169.7% | +34.0% | +135.8% | +166.2% |
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