+175.9%
ACGL vs BURL
-10.9%
+186.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +2.1% |
| 7D | +8.0% | +10.4% | -2.4% | +7.1% |
| 30D | +17.3% | -4.9% | +22.2% | +17.7% |
| 3M | +11.2% | -29.8% | +41.0% | +14.2% |
| 6M | +18.2% | -16.5% | +34.6% | +19.4% |
| YTD | +15.4% | -10.5% | +25.9% | +15.7% |
| 1Y | +26.5% | -5.3% | +31.8% | +26.0% |
| 3Y | +36.1% | +95.1% | -59.0% | +24.5% |
| 5Y | +175.9% | -12.1% | +188.0% | +175.2% |
| All | +175.9% | -10.9% | +186.9% | +175.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling