+23.4%
BA vs ACGL
+322.9%
-299.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -0.6% | -1.2% | +0.7% | +0.1% |
| 30D | -8.0% | +12.8% | -20.8% | -14.6% |
| 3M | -25.8% | +12.3% | -38.1% | -31.1% |
| 6M | -27.6% | +15.8% | -43.4% | -34.6% |
| YTD | -21.0% | +13.9% | -34.9% | -28.5% |
| 1Y | -12.3% | +19.0% | -31.3% | -22.9% |
| 3Y | -12.8% | +33.7% | -46.4% | -33.6% |
| 5Y | -22.4% | +173.4% | -195.8% | -67.9% |
| All | +23.4% | +322.9% | -299.6% | -62.8% |
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