+324.9%
ACGL vs BG
+111.0%
+213.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.2% |
| 7D | +2.2% | +2.6% | -0.4% | +1.3% |
| 30D | +12.3% | -6.7% | +19.0% | +14.6% |
| 3M | +11.8% | -9.3% | +21.1% | +14.6% |
| 6M | +17.5% | -18.3% | +35.8% | +23.8% |
| YTD | +14.3% | +16.2% | -1.9% | +6.2% |
| 1Y | +18.2% | +7.6% | +10.6% | +12.7% |
| 3Y | +33.2% | +6.6% | +26.6% | +23.9% |
| 5Y | +174.3% | +22.2% | +152.1% | +134.9% |
| All | +324.9% | +111.0% | +213.9% | +149.5% |
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