+267.9%
BN vs ACGL
+270.2%
-2.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.6% |
| 7D | -2.5% | -0.7% | -1.7% | -2.1% |
| 30D | -9.5% | -1.0% | -8.5% | -9.1% |
| 3M | -10.4% | +11.0% | -21.4% | -15.6% |
| 6M | -6.4% | -0.3% | -6.0% | -6.9% |
| YTD | -11.9% | +2.3% | -14.1% | -14.0% |
| 1Y | -8.6% | +6.4% | -15.0% | -13.0% |
| 3Y | +77.6% | +34.0% | +43.6% | +43.6% |
| 5Y | +37.0% | +161.6% | -124.6% | -28.1% |
| All | +267.9% | +270.2% | -2.3% | +67.1% |
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