+44.2%
BP vs ACI
-35.7%
+79.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -11.6% | -2.2% | -9.4% | -11.5% |
| 30D | 0.0% | +10.3% | -10.3% | -0.8% |
| 3M | +6.7% | +7.2% | -0.4% | +6.0% |
| 6M | +2.2% | -18.0% | +20.2% | +3.8% |
| YTD | +33.0% | -22.0% | +55.0% | +35.9% |
| 1Y | +30.7% | -23.4% | +54.1% | +33.8% |
| 3Y | +44.2% | -35.8% | +80.0% | +52.4% |
| All | +44.2% | -35.7% | +79.9% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling