+686.7%
ACN vs BAH
+1,084.3%
-397.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +24.6% | +18.2% | +6.4% | +17.5% |
| 3M | +46.2% | +13.1% | +33.1% | +40.2% |
| 6M | +46.2% | +15.2% | +31.0% | +39.7% |
| YTD | -0.9% | +6.0% | -6.9% | -3.2% |
| 1Y | +8.8% | +3.1% | +5.6% | +6.8% |
| 3Y | -14.3% | -26.2% | +11.9% | -10.6% |
| 5Y | -22.6% | +9.3% | -31.9% | -30.6% |
| 10Y | +153.7% | +212.3% | -58.6% | +64.4% |
| All | +686.7% | +1,084.3% | -397.6% | +230.6% |
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