+276.3%
ACGL vs BR
+185.2%
+91.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -2.1% | -5.0% | +2.9% | +0.1% |
| 30D | -2.2% | -2.5% | +0.3% | -1.2% |
| 3M | +6.3% | +13.5% | -7.2% | -0.2% |
| 6M | +0.5% | -9.4% | +9.9% | +4.1% |
| YTD | +0.2% | -23.3% | +23.5% | +11.7% |
| 1Y | +7.3% | -31.6% | +38.9% | +26.3% |
| 3Y | +30.8% | -5.1% | +35.9% | +29.5% |
| 5Y | +155.8% | +8.2% | +147.6% | +130.5% |
| 10Y | +276.3% | +189.8% | +86.5% | +126.0% |
| All | +276.3% | +185.2% | +91.1% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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