+5,410.3%
ACGL vs BG
+1,131.5%
+4,278.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -0.7% | +2.8% | -3.5% | -1.4% |
| 30D | -1.0% | +12.0% | -13.0% | -3.5% |
| 3M | +11.0% | -7.7% | +18.7% | +12.6% |
| 6M | -0.3% | +4.5% | -4.8% | -2.0% |
| YTD | +2.3% | +35.7% | -33.4% | -5.3% |
| 1Y | +6.4% | +50.1% | -43.7% | -4.3% |
| 3Y | +34.0% | +12.6% | +21.4% | +27.0% |
| 5Y | +161.6% | +75.4% | +86.2% | +121.7% |
| 10Y | +278.6% | +150.5% | +128.1% | +185.7% |
| All | +5,410.3% | +1,131.5% | +4,278.9% | +3,806.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling