+164.7%
ACGL vs BNS
+76.9%
+87.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.5% |
| 30D | +13.7% | +5.1% | +8.6% | +12.0% |
| 3M | +8.0% | +4.7% | +3.3% | +6.3% |
| 6M | +13.3% | +19.0% | -5.7% | +6.7% |
| YTD | +11.8% | +28.2% | -16.3% | +2.5% |
| 1Y | +22.2% | +43.4% | -21.1% | +7.6% |
| 3Y | +32.5% | +143.1% | -110.6% | -5.8% |
| All | +164.7% | +76.9% | +87.8% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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