+26.1%
BIL vs ACGL
+324.4%
-298.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.3% | +12.3% | -12.0% | +0.3% |
| 3M | +1.0% | +11.8% | -10.9% | +1.0% |
| 6M | +1.9% | +17.5% | -15.6% | +1.9% |
| YTD | +3.2% | +14.3% | -11.1% | +3.2% |
| 1Y | +3.7% | +18.2% | -14.5% | +3.7% |
| 3Y | +13.8% | +33.2% | -19.3% | +13.8% |
| 5Y | +20.3% | +174.3% | -154.0% | +20.3% |
| All | +26.1% | +324.4% | -298.2% | +26.1% |
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