+19.3%
ACI vs BAH
+4.9%
+14.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | -2.3% | -6.6% | +4.3% | -1.2% |
| 3M | -23.2% | -7.2% | -16.0% | -22.4% |
| 6M | -29.5% | -10.0% | -19.5% | -28.5% |
| YTD | -28.6% | -12.5% | -16.2% | -27.8% |
| 1Y | -34.0% | -27.9% | -6.1% | -31.1% |
| 3Y | -45.0% | -31.4% | -13.6% | -45.0% |
| 5Y | -44.0% | -3.2% | -40.8% | -50.4% |
| All | +19.3% | +4.9% | +14.3% | +1.5% |
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