+164.7%
ACGL vs ACM
-2.7%
+167.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +0.9% | +5.4% | -4.5% | -0.5% |
| 30D | +13.7% | +15.1% | -1.4% | +9.5% |
| 3M | +8.0% | -10.5% | +18.5% | +10.9% |
| 6M | +13.3% | -19.7% | +33.0% | +19.4% |
| YTD | +11.8% | -28.8% | +40.7% | +21.1% |
| 1Y | +22.2% | -47.9% | +70.1% | +47.6% |
| 3Y | +32.5% | -12.4% | +44.8% | +25.6% |
| All | +164.7% | -2.7% | +167.4% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling