+76.4%
BND vs ACGL
+1,247.6%
-1,171.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | -0.1% | -0.7% | +0.6% | -0.2% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | -0.6% | +11.0% | -11.7% | -0.6% |
| 6M | -1.4% | -0.3% | -1.1% | -1.4% |
| YTD | -0.2% | +2.3% | -2.5% | -0.2% |
| 1Y | +1.3% | +6.4% | -5.1% | +1.3% |
| 3Y | +13.2% | +34.0% | -20.8% | +13.4% |
| 5Y | -1.6% | +161.6% | -163.2% | -1.1% |
| 10Y | +15.5% | +278.6% | -263.1% | +16.7% |
| All | +76.4% | +1,247.6% | -1,171.2% | +79.0% |
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