+164.7%
ACGL vs BBWI
-67.9%
+232.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.8% |
| 7D | +0.9% | -6.2% | +7.1% | +1.3% |
| 30D | +13.7% | +19.9% | -6.2% | +12.4% |
| 3M | +8.0% | +7.1% | +0.9% | +7.3% |
| 6M | +13.3% | +13.7% | -0.4% | +11.9% |
| YTD | +11.8% | +9.6% | +2.3% | +10.2% |
| 1Y | +22.2% | -1.6% | +23.9% | +21.0% |
| 3Y | +32.5% | -25.9% | +58.4% | +30.7% |
| All | +164.7% | -67.9% | +232.6% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling