+274.0%
ACGL vs ALM
+2,950.3%
-2,676.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | -1.0% | +32.0% | -33.0% | -1.3% |
| 3M | +11.0% | -15.0% | +26.1% | +11.1% |
| 6M | -0.3% | -10.1% | +9.8% | -0.5% |
| YTD | +2.3% | +99.4% | -97.2% | +0.7% |
| 1Y | +6.4% | +316.4% | -310.0% | +3.3% |
| 3Y | +34.0% | +2,022.0% | -1,988.0% | +24.6% |
| 5Y | +161.6% | +941.2% | -779.5% | +145.1% |
| All | +274.0% | +2,950.3% | -2,676.4% | +247.0% |
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