+330.6%
ACGL vs BBWI
-41.3%
+371.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -1.1% | -6.2% | +5.1% | -0.2% |
| 30D | +13.1% | +25.5% | -12.4% | +9.5% |
| 3M | +9.8% | +8.0% | +1.8% | +8.1% |
| 6M | +15.3% | +12.7% | +2.6% | +12.1% |
| YTD | +12.7% | +11.6% | +1.1% | +8.7% |
| 1Y | +20.7% | -0.9% | +21.6% | +17.5% |
| 3Y | +34.3% | -22.7% | +57.0% | +30.2% |
| 5Y | +170.6% | -67.2% | +237.8% | +195.3% |
| 10Y | +330.6% | -43.7% | +374.3% | +233.3% |
| All | +330.6% | -41.3% | +371.9% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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