+318.3%
BLK vs ACGL
+324.4%
-6.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.7% | +2.2% | +1.6% | +2.7% |
| 30D | +13.9% | +12.3% | +1.6% | +7.8% |
| 3M | +3.9% | +11.8% | -7.9% | -1.5% |
| 6M | +13.0% | +17.5% | -4.5% | +4.0% |
| YTD | +16.1% | +14.3% | +1.9% | +7.7% |
| 1Y | +16.8% | +18.2% | -1.4% | +6.5% |
| 3Y | +97.7% | +33.2% | +64.5% | +64.2% |
| 5Y | +42.1% | +174.3% | -132.2% | -24.2% |
| All | +318.3% | +324.4% | -6.0% | +56.9% |
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