-40.6%
ACN vs BAH
-3.4%
-37.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -2.8% |
| 7D | -1.5% | -3.2% | +1.7% | -0.5% |
| 30D | +9.4% | +2.0% | +7.4% | +8.7% |
| 3M | +5.6% | -7.6% | +13.3% | +8.1% |
| 6M | -9.3% | -5.7% | -3.6% | -7.7% |
| YTD | -29.0% | -11.7% | -17.2% | -26.7% |
| 1Y | -24.7% | -27.4% | +2.7% | -19.2% |
| 3Y | -39.8% | -32.5% | -7.3% | -38.1% |
| All | -40.6% | -3.4% | -37.2% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling