+272.4%
BLK vs ACGL
+276.7%
-4.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.3% |
| 7D | -2.7% | -2.1% | -0.5% | -1.7% |
| 30D | -4.8% | -2.2% | -2.6% | -3.8% |
| 3M | +6.5% | +6.3% | +0.2% | +2.9% |
| 6M | +13.2% | +0.5% | +12.6% | +12.0% |
| YTD | +1.8% | +0.2% | +1.6% | +0.5% |
| 1Y | -1.0% | +7.3% | -8.2% | -5.8% |
| 3Y | +66.0% | +30.8% | +35.1% | +37.3% |
| 5Y | +31.2% | +155.8% | -124.5% | -28.1% |
| All | +272.4% | +276.7% | -4.3% | +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