+18.0%
BAC vs ACGL
+159.2%
-141.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.3% |
| 7D | -1.2% | +0.9% | -2.0% | -1.5% |
| 30D | -7.7% | +13.7% | -21.4% | -11.6% |
| 3M | -21.2% | +8.0% | -29.2% | -23.3% |
| 6M | -6.8% | +13.3% | -20.1% | -11.1% |
| YTD | -8.7% | +11.8% | -20.5% | -12.8% |
| 1Y | -5.3% | +22.2% | -27.5% | -12.4% |
| 3Y | +87.4% | +32.5% | +55.0% | +64.9% |
| All | +18.0% | +159.2% | -141.2% | -34.2% |
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 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