-22.1%
BA vs ACGL
+159.2%
-181.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.4% |
| 7D | +1.1% | +0.9% | +0.2% | +0.8% |
| 30D | -7.9% | +13.7% | -21.7% | -11.3% |
| 3M | -25.3% | +8.0% | -33.4% | -27.1% |
| 6M | -24.6% | +13.3% | -37.9% | -27.6% |
| YTD | -20.1% | +11.8% | -32.0% | -23.3% |
| 1Y | -11.8% | +22.2% | -34.0% | -17.8% |
| 3Y | -10.1% | +32.5% | -42.6% | -21.8% |
| All | -22.1% | +159.2% | -181.4% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling