+151.8%
ACN vs BAH
+199.5%
-47.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -5.7% | -2.6% | -3.2% | -4.8% |
| 30D | +17.0% | +20.4% | -3.3% | +8.9% |
| 3M | +39.9% | +11.9% | +28.0% | +34.0% |
| 6M | +50.2% | +17.1% | +33.1% | +41.7% |
| YTD | -4.2% | +5.5% | -9.7% | -6.7% |
| 1Y | +4.3% | +5.6% | -1.3% | +1.2% |
| 3Y | -17.1% | -26.5% | +9.4% | -14.2% |
| 5Y | -26.5% | +6.5% | -33.0% | -36.2% |
| All | +151.8% | +199.5% | -47.8% | +56.1% |
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