+330.4%
ACGL vs ACM
+133.7%
+196.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.3% | +6.6% | -5.4% | -1.4% |
| 30D | +14.2% | +19.8% | -5.6% | +6.0% |
| 3M | +11.1% | -3.1% | +14.2% | +11.5% |
| 6M | +16.4% | -11.5% | +27.9% | +20.3% |
| YTD | +13.8% | -24.7% | +38.5% | +24.4% |
| 1Y | +21.6% | -45.1% | +66.6% | +52.6% |
| 3Y | +33.5% | -8.9% | +42.4% | +28.1% |
| 5Y | +174.8% | +5.4% | +169.5% | +140.9% |
| 10Y | +330.4% | +131.1% | +199.3% | +155.6% |
| All | +330.4% | +133.7% | +196.7% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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