+263.2%
BAC vs ACGL
+337.7%
-74.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +1.0% |
| 7D | -1.2% | +0.9% | -2.0% | -1.7% |
| 30D | -7.7% | +13.7% | -21.4% | -14.5% |
| 3M | -21.2% | +8.0% | -29.2% | -25.0% |
| 6M | -6.8% | +13.3% | -20.1% | -14.3% |
| YTD | -8.7% | +11.8% | -20.5% | -16.0% |
| 1Y | -5.3% | +22.2% | -27.5% | -17.5% |
| 3Y | +87.4% | +32.5% | +55.0% | +48.1% |
| 5Y | +18.9% | +160.2% | -141.3% | -44.5% |
| All | +263.2% | +337.7% | -74.5% | -2.5% |
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 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