+675.5%
BE vs ACGL
+290.1%
+385.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.6% |
| 7D | -1.2% | -1.1% | -0.1% | -1.0% |
| 30D | -30.9% | +13.1% | -44.0% | -34.4% |
| 3M | -11.6% | +9.8% | -21.4% | -15.5% |
| 6M | -25.7% | +15.3% | -41.0% | -32.0% |
| YTD | +123.1% | +12.7% | +110.4% | +101.7% |
| 1Y | +43.4% | +20.7% | +22.7% | +24.6% |
| 3Y | +1,683.6% | +34.3% | +1,649.3% | +1,293.3% |
| 5Y | +465.4% | +170.6% | +294.8% | +172.3% |
| All | +675.5% | +290.1% | +385.5% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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