-3.8%
BROS vs ACI
-31.6%
+27.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -19.0% | -0.6% | -18.4% | -18.8% |
| 30D | -7.3% | +9.5% | -16.8% | -8.7% |
| 3M | -31.2% | +10.1% | -41.3% | -32.4% |
| 6M | -33.0% | -15.4% | -17.7% | -31.4% |
| YTD | -42.4% | -19.5% | -22.8% | -40.5% |
| 1Y | -37.7% | -21.0% | -16.8% | -35.4% |
| 3Y | +28.2% | -31.2% | +59.4% | +35.5% |
| 5Y | -43.4% | -40.6% | -2.8% | -40.3% |
| All | -3.8% | -31.6% | +27.8% | +1.9% |
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