+251.7%
BAC vs ACGL
+332.3%
-80.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.8% |
| 7D | +2.0% | -1.1% | +3.1% | +2.6% |
| 30D | -6.9% | +13.1% | -20.1% | -13.6% |
| 3M | -19.6% | +9.8% | -29.4% | -24.2% |
| 6M | -0.5% | +15.3% | -15.7% | -9.4% |
| YTD | -6.6% | +12.7% | -19.3% | -14.4% |
| 1Y | -3.0% | +20.7% | -23.7% | -14.8% |
| 3Y | +97.3% | +34.3% | +63.0% | +54.6% |
| 5Y | +21.9% | +170.6% | -148.7% | -44.6% |
| 10Y | +251.7% | +330.6% | -78.9% | -1.0% |
| All | +251.7% | +332.3% | -80.7% | -1.0% |
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