+276.3%
ACGL vs BG
+160.3%
+116.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | -2.2% | +10.3% | -12.5% | -5.3% |
| 3M | +6.3% | -1.9% | +8.2% | +6.4% |
| 6M | +0.5% | +5.2% | -4.7% | -2.2% |
| YTD | +0.2% | +41.2% | -41.0% | -11.8% |
| 1Y | +7.3% | +50.5% | -43.3% | -8.4% |
| 3Y | +30.8% | +19.9% | +10.9% | +18.5% |
| 5Y | +155.8% | +86.7% | +69.1% | +89.4% |
| 10Y | +276.3% | +167.5% | +108.9% | +117.5% |
| All | +276.3% | +160.3% | +116.0% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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