+323.2%
ACGL vs ACM
+131.8%
+191.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -1.4% | +3.0% | -4.4% | -2.6% |
| 30D | +12.4% | +19.7% | -7.3% | +4.1% |
| 3M | +11.1% | +5.3% | +5.8% | +7.8% |
| 6M | +16.3% | -10.8% | +27.1% | +19.9% |
| YTD | +13.8% | -25.1% | +38.9% | +24.9% |
| 1Y | +20.4% | -45.8% | +66.2% | +52.9% |
| 3Y | +33.6% | -9.4% | +42.9% | +28.2% |
| 5Y | +176.8% | +4.8% | +172.1% | +141.8% |
| All | +323.2% | +131.8% | +191.4% | +148.1% |
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