+15.5%
BND vs ACGL
+263.8%
-248.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | -0.1% |
| 7D | +0.1% | -2.9% | +3.1% | +0.1% |
| 30D | -0.4% | -2.8% | +2.5% | -0.3% |
| 3M | -0.2% | +6.8% | -7.0% | -0.3% |
| 6M | -1.2% | -1.5% | +0.4% | -1.2% |
| YTD | -0.3% | -0.2% | -0.1% | -0.3% |
| 1Y | +0.4% | +5.3% | -4.9% | +0.4% |
| 3Y | +13.4% | +30.3% | -16.9% | +13.3% |
| 5Y | -1.5% | +151.8% | -153.3% | -2.0% |
| 10Y | +15.5% | +266.9% | -251.4% | +16.6% |
| All | +15.5% | +263.8% | -248.3% | +16.6% |
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