+1,204.2%
ACGL vs ACM
+230.8%
+973.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.7% | -3.7% | +3.0% | +0.4% |
| 30D | -1.0% | -11.1% | +10.1% | +2.2% |
| 3M | +11.0% | -8.0% | +19.0% | +13.1% |
| 6M | -0.3% | -29.7% | +29.3% | +9.9% |
| YTD | +2.3% | -29.4% | +31.6% | +11.7% |
| 1Y | +6.4% | -46.4% | +52.8% | +26.3% |
| 3Y | +34.0% | -22.3% | +56.3% | +39.0% |
| 5Y | +161.6% | +4.5% | +157.2% | +144.5% |
| 10Y | +278.6% | +127.6% | +150.9% | +173.5% |
| All | +1,204.2% | +230.8% | +973.5% | +626.2% |
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