+88.7%
ACN vs BAH
+182.5%
-93.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -4.8% | -4.3% | -0.5% | -3.2% |
| 30D | +1.9% | -4.5% | +6.3% | +3.7% |
| 3M | +3.9% | -7.6% | +11.5% | +7.0% |
| 6M | -15.0% | -10.6% | -4.4% | -11.5% |
| YTD | -31.9% | -12.6% | -19.3% | -28.8% |
| 1Y | -28.5% | -27.0% | -1.5% | -21.3% |
| 3Y | -41.9% | -31.5% | -10.4% | -38.5% |
| 5Y | -42.9% | -3.8% | -39.0% | -48.6% |
| 10Y | +88.7% | +183.9% | -95.2% | +22.5% |
| All | +88.7% | +182.5% | -93.8% | +22.5% |
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