+212.1%
BX vs ACI
+25.9%
+186.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.4% | +0.2% | -4.5% | -4.4% |
| 30D | +0.1% | +5.9% | -5.8% | -0.5% |
| 3M | +16.0% | -19.8% | +35.8% | +18.1% |
| 6M | +21.6% | -24.7% | +46.4% | +24.5% |
| YTD | -8.9% | -24.4% | +15.5% | -7.0% |
| 1Y | -16.6% | -31.5% | +14.9% | -14.0% |
| 3Y | +43.3% | -38.7% | +82.0% | +49.0% |
| 5Y | +25.7% | -42.8% | +68.5% | +29.5% |
| All | +212.1% | +25.9% | +186.2% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling