+344.3%
ACGL vs BURL
+258.4%
+85.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | +6.4% | +3.5% | +2.9% | +5.6% |
| 30D | +16.6% | -9.3% | +25.9% | +18.8% |
| 3M | +11.6% | -32.1% | +43.7% | +20.3% |
| 6M | +17.5% | -19.8% | +37.3% | +21.6% |
| YTD | +15.3% | -13.2% | +28.5% | +16.7% |
| 1Y | +26.3% | -7.8% | +34.1% | +25.5% |
| 3Y | +35.9% | +89.3% | -53.4% | +8.4% |
| 5Y | +168.2% | -15.8% | +184.0% | +157.0% |
| All | +344.3% | +258.4% | +85.9% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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