+533.5%
ACGL vs BURL
+1,021.0%
-487.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +1.3% |
| 7D | +8.0% | +10.4% | -2.4% | +6.0% |
| 30D | +17.3% | -4.9% | +22.2% | +18.3% |
| 3M | +11.2% | -29.8% | +41.0% | +18.1% |
| 6M | +18.2% | -16.5% | +34.6% | +21.0% |
| YTD | +15.4% | -10.5% | +25.9% | +16.1% |
| 1Y | +26.5% | -5.3% | +31.8% | +25.3% |
| 3Y | +36.1% | +95.1% | -59.0% | +11.9% |
| 5Y | +175.9% | -12.1% | +188.0% | +161.1% |
| 10Y | +352.4% | +273.2% | +79.3% | +247.6% |
| All | +533.5% | +1,021.0% | -487.5% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling