+36.5%
ACGL vs ACM
-12.3%
+48.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +6.4% | +5.1% | +1.3% | +5.7% |
| 30D | +16.6% | +11.5% | +5.1% | +14.9% |
| 3M | +11.6% | -10.5% | +22.0% | +13.0% |
| 6M | +17.5% | -20.4% | +37.8% | +20.6% |
| YTD | +15.3% | -28.9% | +44.1% | +19.7% |
| 1Y | +26.3% | -48.7% | +75.0% | +40.4% |
| All | +36.5% | -12.3% | +48.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling