+49.1%
BAX vs ACGL
+22.9%
+26.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +3.6% | +1.3% | +2.4% | +3.1% |
| 30D | +8.5% | +14.2% | -5.7% | +2.6% |
| 3M | -4.9% | +11.1% | -15.9% | -8.9% |
| 6M | +47.0% | +16.4% | +30.6% | +36.5% |
| YTD | +38.4% | +13.8% | +24.7% | +27.8% |
| 1Y | +49.1% | +21.6% | +27.6% | +24.4% |
| All | +49.1% | +22.9% | +26.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling