+102.3%
BN vs ACGL
+34.9%
+67.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.6% |
| 7D | +4.3% | +1.3% | +3.1% | +4.0% |
| 30D | +14.3% | +14.2% | +0.1% | +11.2% |
| 3M | -4.1% | +11.1% | -15.2% | -6.2% |
| 6M | -9.7% | +16.4% | -26.0% | -12.8% |
| YTD | -7.1% | +13.8% | -20.9% | -10.2% |
| 1Y | -7.4% | +21.6% | -29.0% | -12.0% |
| 3Y | +102.3% | +33.5% | +68.8% | +105.4% |
| All | +102.3% | +34.9% | +67.5% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling