+87.4%
BAC vs ACGL
+31.5%
+56.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | -1.2% | +0.9% | -2.0% | -1.3% |
| 30D | -7.7% | +13.7% | -21.4% | -10.0% |
| 3M | -21.2% | +8.0% | -29.2% | -22.4% |
| 6M | -6.8% | +13.3% | -20.1% | -9.4% |
| YTD | -8.7% | +11.8% | -20.5% | -11.2% |
| 1Y | -5.3% | +22.2% | -27.5% | -9.8% |
| 3Y | +87.4% | +32.5% | +55.0% | +90.8% |
| All | +87.4% | +31.5% | +56.0% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling