+0.1%
BRO vs ACGL
+33.8%
-33.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.7% |
| 7D | -0.3% | +2.2% | -2.4% | -1.6% |
| 30D | +11.3% | +12.3% | -1.0% | +4.0% |
| 3M | +0.7% | +11.8% | -11.1% | -5.6% |
| 6M | +32.9% | +17.5% | +15.5% | +21.7% |
| YTD | -8.8% | +14.3% | -23.1% | -15.3% |
| 1Y | -9.2% | +18.2% | -27.4% | -17.1% |
| 3Y | +0.1% | +33.2% | -33.1% | -14.5% |
| All | +0.1% | +33.8% | -33.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling