+31.5%
ACI vs BAH
+26.0%
+5.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.7% |
| 7D | -5.9% | -1.5% | -4.4% | -5.6% |
| 30D | +7.2% | +17.3% | -10.0% | +4.2% |
| 3M | +8.8% | +14.9% | -6.0% | +6.1% |
| 6M | -17.2% | +14.2% | -31.4% | -19.5% |
| YTD | -21.3% | +5.1% | -26.4% | -22.9% |
| 1Y | -23.7% | +2.1% | -25.8% | -25.1% |
| 3Y | -32.8% | -26.0% | -6.9% | -32.9% |
| 5Y | -41.4% | +9.0% | -50.4% | -48.9% |
| All | +31.5% | +26.0% | +5.5% | +8.3% |
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