+156.3%
ACN vs BAH
+218.8%
-62.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -3.9% | -3.0% |
| 7D | -2.5% | -1.5% | -1.0% | -2.0% |
| 30D | +22.6% | +17.3% | +5.4% | +15.2% |
| 3M | +45.9% | +14.9% | +31.1% | +38.4% |
| 6M | +43.8% | +14.2% | +29.6% | +37.0% |
| YTD | -2.5% | +5.1% | -7.6% | -4.9% |
| 1Y | +6.5% | +2.1% | +4.4% | +4.5% |
| 3Y | -14.2% | -26.0% | +11.8% | -11.5% |
| 5Y | -24.4% | +9.0% | -33.4% | -35.0% |
| 10Y | +156.3% | +208.8% | -52.5% | +63.4% |
| All | +156.3% | +218.8% | -62.5% | +63.4% |
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