+274.0%
ACGL vs BBWI
-54.8%
+328.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.1% |
| 7D | -0.7% | +1.5% | -2.3% | -1.0% |
| 30D | -1.0% | -5.2% | +4.2% | -0.5% |
| 3M | +11.0% | +11.1% | -0.1% | +8.8% |
| 6M | -0.3% | -13.4% | +13.0% | +0.5% |
| YTD | +2.3% | +0.1% | +2.2% | +0.5% |
| 1Y | +6.4% | -36.1% | +42.5% | +10.8% |
| 3Y | +34.0% | -44.1% | +78.1% | +37.0% |
| 5Y | +161.6% | -66.2% | +227.9% | +182.8% |
| All | +274.0% | -54.8% | +328.7% | +203.2% |
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