+331.1%
ACGL vs ACM
+155.0%
+176.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +0.9% | +5.4% | -4.5% | -1.3% |
| 30D | +13.7% | +15.1% | -1.4% | +7.4% |
| 3M | +8.0% | -10.5% | +18.5% | +12.0% |
| 6M | +13.3% | -19.7% | +33.0% | +21.9% |
| YTD | +11.8% | -28.8% | +40.7% | +25.0% |
| 1Y | +22.2% | -47.9% | +70.1% | +56.2% |
| 3Y | +32.5% | -12.4% | +44.8% | +29.2% |
| 5Y | +160.2% | +0.6% | +159.6% | +133.2% |
| All | +331.1% | +155.0% | +176.1% | +166.0% |
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