+31.1%
BA vs ACGL
+351.1%
-320.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -0.1% | +6.4% | -6.5% | -3.8% |
| 30D | -9.1% | +16.6% | -25.7% | -17.4% |
| 3M | -28.2% | +11.6% | -39.8% | -33.0% |
| 6M | -23.1% | +17.5% | -40.6% | -31.1% |
| YTD | -20.6% | +15.3% | -35.8% | -28.6% |
| 1Y | -12.7% | +26.3% | -39.0% | -26.2% |
| 3Y | -11.6% | +35.9% | -47.5% | -33.4% |
| 5Y | -23.1% | +168.2% | -191.3% | -67.6% |
| All | +31.1% | +351.1% | -320.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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