+176.8%
ACGL vs ALM
+456.2%
-279.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.4% | -7.2% | +5.8% | -1.3% |
| 30D | +12.4% | -26.4% | +38.7% | +12.6% |
| 3M | +11.1% | -38.6% | +49.7% | +11.4% |
| 6M | +16.3% | -61.0% | +77.3% | +17.2% |
| YTD | +13.8% | -7.4% | +21.2% | +12.1% |
| 1Y | +20.4% | +14.0% | +6.5% | +17.9% |
| 3Y | +33.6% | +844.4% | -810.9% | +18.6% |
| 5Y | +176.8% | +410.8% | -234.0% | +149.7% |
| All | +176.8% | +456.2% | -279.4% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling