-33.9%
BAX vs ACGL
+332.3%
-366.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +9.0% | -1.1% | +10.1% | +9.4% |
| 30D | +8.5% | +13.1% | -4.7% | +4.4% |
| 3M | -4.1% | +9.8% | -13.9% | -6.9% |
| 6M | +46.9% | +15.3% | +31.7% | +40.3% |
| YTD | +38.4% | +12.7% | +25.7% | +32.8% |
| 1Y | +47.0% | +20.7% | +26.3% | +38.3% |
| 3Y | -14.9% | +34.3% | -49.2% | -23.5% |
| 5Y | -62.5% | +170.6% | -233.1% | -73.7% |
| 10Y | -33.9% | +330.6% | -364.5% | -56.5% |
| All | -33.9% | +332.3% | -366.2% | -56.5% |
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