+174.3%
BX vs ACI
+33.9%
+140.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +8.8% | +4.9% | +3.9% | +8.3% |
| 3M | -18.3% | +11.1% | -29.4% | -19.1% |
| 6M | -1.5% | -14.9% | +13.4% | -0.5% |
| YTD | -19.9% | -19.6% | -0.3% | -18.8% |
| 1Y | -14.5% | -22.7% | +8.2% | -12.9% |
| 3Y | +32.3% | -31.2% | +63.5% | +35.7% |
| 5Y | -1.1% | -42.3% | +41.2% | +1.6% |
| All | +174.3% | +33.9% | +140.5% | +171.4% |
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 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