+17.6%
BND vs ACGL
+332.3%
-314.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.4% |
| 30D | +2.0% | +13.1% | -11.1% | +2.0% |
| 3M | -0.4% | +9.8% | -10.2% | -0.4% |
| 6M | -0.9% | +15.3% | -16.2% | -1.0% |
| YTD | -0.3% | +12.7% | -13.1% | -0.4% |
| 1Y | 0.0% | +20.7% | -20.7% | -0.1% |
| 3Y | +15.1% | +34.3% | -19.2% | +15.0% |
| 5Y | -1.5% | +170.6% | -172.1% | -2.0% |
| 10Y | +17.6% | +330.6% | -313.0% | +21.7% |
| All | +17.6% | +332.3% | -314.7% | +21.7% |
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