+73.5%
BA vs ACGL
+276.1%
-202.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.9% |
| 7D | +1.2% | -0.7% | +1.9% | +1.6% |
| 30D | -11.6% | -1.0% | -10.6% | -11.2% |
| 3M | -2.4% | +11.0% | -13.4% | -9.2% |
| 6M | -6.6% | -0.3% | -6.3% | -7.4% |
| YTD | -2.2% | +2.3% | -4.5% | -5.3% |
| 1Y | -8.0% | +6.4% | -14.4% | -13.7% |
| 3Y | -5.0% | +34.0% | -39.0% | -29.3% |
| 5Y | -2.7% | +161.6% | -164.4% | -59.1% |
| All | +73.5% | +276.1% | -202.6% | -41.3% |
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