+267.9%
BN vs ACGL
+337.7%
-69.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.6% |
| 7D | +5.3% | +0.9% | +4.5% | +5.0% |
| 30D | +11.9% | +13.7% | -1.8% | +4.9% |
| 3M | -5.7% | +8.0% | -13.8% | -9.5% |
| 6M | -10.6% | +13.3% | -23.9% | -16.8% |
| YTD | -9.4% | +11.8% | -21.2% | -15.5% |
| 1Y | -8.8% | +22.2% | -31.0% | -19.0% |
| 3Y | +95.6% | +32.5% | +63.2% | +60.8% |
| 5Y | +30.2% | +160.2% | -130.0% | -30.9% |
| All | +267.9% | +337.7% | -69.8% | +77.8% |
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