+625.7%
BX vs ACGL
+322.9%
+302.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | +8.8% | +12.8% | -4.0% | +2.5% |
| 3M | -18.3% | +12.3% | -30.5% | -22.9% |
| 6M | -1.5% | +15.8% | -17.4% | -9.0% |
| YTD | -19.9% | +13.9% | -33.8% | -25.9% |
| 1Y | -14.5% | +19.0% | -33.5% | -22.8% |
| 3Y | +32.3% | +33.7% | -1.4% | +8.8% |
| 5Y | -1.1% | +173.4% | -174.5% | -48.0% |
| All | +625.7% | +322.9% | +302.8% | +178.6% |
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