+331.1%
ACGL vs ALM
+2,022.9%
-1,691.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.0% |
| 7D | +0.9% | -6.7% | +7.5% | +0.9% |
| 30D | +13.7% | -32.9% | +46.6% | +14.1% |
| 3M | +8.0% | -39.5% | +47.5% | +8.4% |
| 6M | +13.3% | -62.0% | +75.3% | +14.2% |
| YTD | +11.8% | -7.8% | +19.7% | +10.9% |
| 1Y | +22.2% | +26.7% | -4.4% | +20.5% |
| 3Y | +32.5% | +825.4% | -792.9% | +24.6% |
| 5Y | +160.2% | +401.2% | -241.0% | +145.4% |
| All | +331.1% | +2,022.9% | -1,691.8% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling