+285.2%
BRO vs ACGL
+276.6%
+8.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -2.0% | -5.3% | -6.3% |
| 30D | -6.9% | -1.2% | -5.6% | -6.2% |
| 3M | +10.7% | +5.4% | +5.2% | +8.1% |
| 6M | -2.7% | +1.4% | -4.0% | -3.1% |
| YTD | -16.3% | +0.2% | -16.5% | -16.2% |
| 1Y | -29.1% | +4.1% | -33.2% | -30.3% |
| 3Y | -7.8% | +28.2% | -36.1% | -19.8% |
| 5Y | +18.7% | +159.5% | -140.8% | -28.8% |
| All | +285.2% | +276.6% | +8.6% | +86.5% |
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