-34.0%
ACI vs BAH
-26.7%
-7.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | -2.3% | -6.6% | +4.3% | -1.4% |
| 3M | -23.2% | -7.2% | -16.0% | -22.6% |
| 6M | -29.5% | -10.0% | -19.5% | -28.8% |
| YTD | -28.6% | -12.5% | -16.2% | -28.4% |
| 1Y | -34.0% | -27.9% | -6.1% | -31.0% |
| All | -34.0% | -26.7% | -7.3% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling