+285.2%
BN vs ACGL
+332.3%
-47.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.1% | +3.4% |
| 7D | +3.6% | -1.1% | +4.7% | +4.3% |
| 30D | +15.9% | +13.1% | +2.7% | +8.9% |
| 3M | -2.3% | +9.8% | -12.1% | -7.0% |
| 6M | -8.4% | +15.3% | -23.7% | -15.5% |
| YTD | -5.9% | +12.7% | -18.6% | -12.6% |
| 1Y | -5.6% | +20.7% | -26.3% | -15.5% |
| 3Y | +104.2% | +34.3% | +69.9% | +66.6% |
| 5Y | +35.5% | +170.6% | -135.1% | -29.7% |
| 10Y | +285.2% | +330.6% | -45.4% | +80.6% |
| All | +285.2% | +332.3% | -47.1% | +80.6% |
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