+316.9%
BNY vs ACGL
+324.4%
-7.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +3.9% | +2.2% | +1.7% | +2.8% |
| 30D | +11.9% | +12.3% | -0.4% | +5.6% |
| 3M | -5.0% | +11.8% | -16.8% | -10.3% |
| 6M | +14.6% | +17.5% | -2.9% | +4.8% |
| YTD | +34.5% | +14.3% | +20.2% | +23.9% |
| 1Y | +40.6% | +18.2% | +22.4% | +27.3% |
| 3Y | +261.7% | +33.2% | +228.6% | +197.3% |
| 5Y | +192.3% | +174.3% | +18.0% | +53.9% |
| All | +316.9% | +324.4% | -7.5% | +66.3% |
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