+76.1%
BND vs ACGL
+1,373.7%
-1,297.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | 0.0% | +0.9% | -0.8% | 0.0% |
| 30D | +2.3% | +13.7% | -11.5% | +2.3% |
| 3M | -0.2% | +8.0% | -8.3% | -0.2% |
| 6M | -1.0% | +13.3% | -14.3% | -0.9% |
| YTD | -0.4% | +11.8% | -12.2% | -0.3% |
| 1Y | -0.1% | +22.2% | -22.4% | 0.0% |
| 3Y | +15.1% | +32.5% | -17.4% | +15.3% |
| 5Y | -1.5% | +160.2% | -161.7% | -1.1% |
| 10Y | +16.0% | +338.5% | -322.5% | +17.4% |
| All | +76.1% | +1,373.7% | -1,297.6% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling