-34.4%
BAX vs ACGL
+329.5%
-363.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | +6.3% | +12.4% | -6.1% | +2.5% |
| 3M | -4.6% | +11.1% | -15.7% | -7.7% |
| 6M | +50.4% | +16.3% | +34.0% | +43.2% |
| YTD | +38.0% | +13.8% | +24.2% | +32.1% |
| 1Y | +44.6% | +20.4% | +24.2% | +36.1% |
| 3Y | -15.1% | +33.6% | -48.7% | -23.6% |
| 5Y | -63.3% | +176.8% | -240.1% | -74.5% |
| 10Y | -34.4% | +324.6% | -359.0% | -57.8% |
| All | -34.4% | +329.5% | -363.8% | -57.8% |
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 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