+331.1%
ACGL vs BAH
+220.7%
+110.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | -1.7% |
| 7D | +0.9% | -3.5% | +4.4% | +1.9% |
| 30D | +13.7% | +24.3% | -10.5% | +7.0% |
| 3M | +8.0% | +16.3% | -8.3% | +3.2% |
| 6M | +13.3% | +13.6% | -0.3% | +8.2% |
| YTD | +11.8% | +3.5% | +8.4% | +8.0% |
| 1Y | +22.2% | +2.7% | +19.5% | +18.0% |
| 3Y | +32.5% | -26.6% | +59.1% | +34.4% |
| 5Y | +160.2% | +8.5% | +151.7% | +119.2% |
| All | +331.1% | +220.7% | +110.4% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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