+1,370.0%
ACGL vs ACM
+233.2%
+1,136.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +6.4% | +5.1% | +1.3% | +4.8% |
| 30D | +16.6% | +11.5% | +5.1% | +12.7% |
| 3M | +11.6% | -10.5% | +22.0% | +14.7% |
| 6M | +17.5% | -20.4% | +37.8% | +24.5% |
| YTD | +15.3% | -28.9% | +44.1% | +25.4% |
| 1Y | +26.3% | -48.7% | +75.0% | +52.0% |
| 3Y | +35.9% | -12.5% | +48.4% | +35.6% |
| 5Y | +168.2% | +0.5% | +167.6% | +153.9% |
| 10Y | +352.0% | +161.2% | +190.8% | +215.3% |
| All | +1,370.0% | +233.2% | +1,136.8% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling