+33.5%
ACGL vs BAH
-25.7%
+59.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +14.2% | +18.2% | -4.0% | +12.3% |
| 3M | +11.1% | +13.1% | -2.0% | +9.6% |
| 6M | +16.4% | +15.2% | +1.2% | +14.0% |
| YTD | +13.8% | +6.0% | +7.8% | +11.6% |
| 1Y | +21.6% | +3.1% | +18.4% | +19.5% |
| 3Y | +33.5% | -26.2% | +59.7% | +31.7% |
| All | +33.5% | -25.7% | +59.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling