+214.5%
BAC vs ACGL
+322.9%
-108.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.5% | -1.2% | +2.7% | +2.2% |
| 30D | -6.4% | +12.8% | -19.2% | -12.9% |
| 3M | -21.7% | +12.3% | -33.9% | -27.1% |
| 6M | +0.5% | +15.8% | -15.3% | -8.7% |
| YTD | -6.7% | +13.9% | -20.6% | -15.0% |
| 1Y | -4.7% | +19.0% | -23.7% | -15.5% |
| 3Y | +96.1% | +33.7% | +62.4% | +54.4% |
| 5Y | +21.7% | +173.4% | -151.7% | -45.0% |
| All | +214.5% | +322.9% | -108.5% | -1.2% |
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