+567.8%
ACGL vs ALM
+3,431.9%
-2,864.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -0.1% |
| 7D | +6.4% | -14.5% | +20.9% | +6.4% |
| 30D | +16.6% | -39.0% | +55.6% | +16.7% |
| 3M | +11.6% | -40.3% | +51.9% | +11.7% |
| 6M | +17.5% | -60.3% | +77.8% | +17.6% |
| YTD | +15.3% | -9.8% | +25.0% | +15.2% |
| 1Y | +26.3% | +30.8% | -4.5% | +26.0% |
| 3Y | +35.9% | +772.4% | -736.5% | +34.7% |
| 5Y | +168.2% | +390.7% | -222.6% | +166.0% |
| 10Y | +352.0% | +2,028.5% | -1,676.5% | +345.9% |
| All | +567.8% | +3,431.9% | -2,864.2% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling