+25.1%
BROS vs ACI
-37.8%
+62.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.9% |
| 7D | -0.9% | -2.6% | +1.6% | -0.5% |
| 30D | -13.5% | +1.1% | -14.5% | -13.7% |
| 3M | -18.4% | -23.6% | +5.2% | -14.7% |
| 6M | -10.6% | -29.9% | +19.4% | -4.9% |
| YTD | -25.1% | -26.9% | +1.8% | -21.4% |
| 1Y | -28.6% | -34.2% | +5.6% | -23.2% |
| 3Y | +65.6% | -43.6% | +109.2% | +83.4% |
| All | +25.1% | -37.8% | +62.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling