+13.4%
BIL vs ACGL
+34.9%
-21.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | 0.0% | +14.2% | -14.2% | 0.0% |
| 3M | +0.6% | +11.1% | -10.5% | +0.6% |
| 6M | +1.5% | +16.4% | -14.8% | +1.5% |
| YTD | +2.8% | +13.8% | -11.0% | +2.8% |
| 1Y | +3.3% | +21.6% | -18.2% | +3.3% |
| 3Y | +13.4% | +33.5% | -20.1% | +13.4% |
| All | +13.4% | +34.9% | -21.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling