+1,057.5%
ACGL vs BAH
+1,110.0%
-52.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +6.4% | +6.0% | +0.3% | +4.9% |
| 30D | +16.6% | +31.1% | -14.5% | +9.3% |
| 3M | +11.6% | +25.2% | -13.6% | +5.4% |
| 6M | +17.5% | +18.9% | -1.4% | +11.8% |
| YTD | +15.3% | +8.3% | +7.0% | +10.8% |
| 1Y | +26.3% | +6.2% | +20.1% | +21.7% |
| 3Y | +35.9% | -22.8% | +58.7% | +37.1% |
| 5Y | +168.2% | +13.6% | +154.6% | +138.9% |
| 10Y | +352.0% | +240.2% | +111.8% | +223.7% |
| All | +1,057.5% | +1,110.0% | -52.5% | +538.0% |
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 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