+324.9%
ACGL vs BBWI
-47.4%
+372.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.1% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +12.3% | +12.9% | -0.6% | +10.3% |
| 3M | +11.8% | +16.0% | -4.2% | +9.0% |
| 6M | +17.5% | +16.6% | +0.8% | +13.7% |
| YTD | +14.3% | +9.7% | +4.5% | +10.5% |
| 1Y | +18.2% | +1.5% | +16.7% | +14.6% |
| 3Y | +33.2% | -21.4% | +54.5% | +28.6% |
| 5Y | +174.3% | -67.6% | +241.9% | +199.7% |
| All | +324.9% | -47.4% | +372.4% | +231.5% |
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