+18.2%
ACGL vs ALM
+19.0%
-0.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.7% |
| 7D | +2.2% | +1.2% | +0.9% | +2.3% |
| 30D | +12.3% | -19.3% | +31.6% | +11.5% |
| 3M | +11.8% | -40.6% | +52.5% | +9.9% |
| 6M | +17.5% | -57.9% | +75.4% | +14.8% |
| YTD | +14.3% | -6.7% | +21.0% | +13.3% |
| 1Y | +18.2% | +20.2% | -2.0% | +17.8% |
| All | +18.2% | +19.0% | -0.8% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling