+927.0%
ACGL vs BAH
+886.2%
+40.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | -1.0% | +2.0% | -3.0% | -1.6% |
| 3M | +11.0% | -7.6% | +18.7% | +12.6% |
| 6M | -0.3% | -5.7% | +5.3% | +0.2% |
| YTD | +2.3% | -11.7% | +14.0% | +3.4% |
| 1Y | +6.4% | -27.4% | +33.7% | +12.5% |
| 3Y | +34.0% | -32.5% | +66.5% | +39.2% |
| 5Y | +161.6% | -3.3% | +165.0% | +141.7% |
| 10Y | +278.6% | +186.0% | +92.6% | +183.7% |
| All | +927.0% | +886.2% | +40.8% | +495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling