+30.3%
BIL vs ACGL
+1,363.2%
-1,332.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | +6.4% | -6.6% | -0.3% |
| 30D | 0.0% | +16.6% | -16.6% | 0.0% |
| 3M | +0.3% | +11.6% | -11.3% | +0.3% |
| 6M | +1.2% | +17.5% | -16.3% | +1.2% |
| YTD | +2.4% | +15.3% | -12.9% | +2.4% |
| 1Y | +3.0% | +26.3% | -23.3% | +3.1% |
| 3Y | +13.1% | +35.9% | -22.8% | +13.2% |
| 5Y | +19.4% | +168.2% | -148.8% | +19.6% |
| 10Y | +25.2% | +352.0% | -326.8% | +25.6% |
| All | +30.3% | +1,363.2% | -1,332.9% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling