+170.6%
ACGL vs ACM
+3.6%
+167.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -0.6% |
| 7D | -1.1% | +6.9% | -8.0% | -2.9% |
| 30D | +13.1% | +19.1% | -5.9% | +7.9% |
| 3M | +9.8% | -6.9% | +16.7% | +11.5% |
| 6M | +15.3% | -12.0% | +27.3% | +18.4% |
| YTD | +12.7% | -25.1% | +37.8% | +20.4% |
| 1Y | +20.7% | -45.4% | +66.1% | +44.0% |
| 3Y | +34.3% | -6.9% | +41.2% | +24.9% |
| 5Y | +170.6% | +3.7% | +166.9% | +131.9% |
| All | +170.6% | +3.6% | +167.0% | +131.9% |
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 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