+679.5%
BX vs ACGL
+263.8%
+415.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.4% |
| 7D | -2.0% | -2.9% | +1.0% | -0.5% |
| 30D | -2.3% | -2.8% | +0.5% | -1.0% |
| 3M | +18.5% | +6.8% | +11.7% | +14.2% |
| 6M | +23.7% | -1.5% | +25.3% | +23.9% |
| YTD | -10.4% | -0.2% | -10.1% | -11.4% |
| 1Y | -19.6% | +5.3% | -24.9% | -23.0% |
| 3Y | +30.8% | +30.3% | +0.5% | +7.9% |
| 5Y | +24.3% | +151.8% | -127.5% | -31.9% |
| 10Y | +679.5% | +266.9% | +412.6% | +246.3% |
| All | +679.5% | +263.8% | +415.7% | +246.3% |
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