+20.4%
ACGL vs ACM
-46.1%
+66.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.4% |
| 7D | -1.1% | +6.9% | -8.0% | -1.6% |
| 30D | +13.1% | +19.1% | -5.9% | +11.9% |
| 3M | +9.8% | -6.9% | +16.7% | +9.8% |
| 6M | +15.3% | -12.0% | +27.3% | +14.8% |
| YTD | +12.7% | -25.1% | +37.8% | +11.7% |
| All | +20.4% | -46.1% | +66.5% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling