+164.5%
ACGL vs BAH
-3.4%
+168.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -1.0% | +2.0% | -3.0% | -1.4% |
| 3M | +11.0% | -7.6% | +18.7% | +11.9% |
| 6M | -0.3% | -5.7% | +5.3% | -0.1% |
| YTD | +2.3% | -11.7% | +14.0% | +2.8% |
| 1Y | +6.4% | -27.4% | +33.7% | +10.4% |
| 3Y | +34.0% | -32.5% | +66.5% | +34.2% |
| All | +164.5% | -3.4% | +168.0% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling