+710.1%
BX vs ACGL
+332.3%
+377.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.4% |
| 7D | +3.3% | -1.1% | +4.3% | +3.9% |
| 30D | +9.6% | +13.1% | -3.6% | +3.1% |
| 3M | -8.7% | +9.8% | -18.5% | -12.9% |
| 6M | +2.2% | +15.3% | -13.1% | -5.3% |
| YTD | -16.2% | +12.7% | -28.9% | -22.1% |
| 1Y | -11.5% | +20.7% | -32.2% | -20.7% |
| 3Y | +41.0% | +34.3% | +6.7% | +15.6% |
| 5Y | +1.1% | +170.6% | -169.5% | -46.5% |
| 10Y | +710.1% | +330.6% | +379.5% | +195.8% |
| All | +710.1% | +332.3% | +377.8% | +195.8% |
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