+158.8%
ACGL vs ZCMD
-100.0%
+258.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | 0.0% |
| 7D | -1.2% | -2.9% | +1.7% | -1.2% |
| 30D | +12.8% | -28.5% | +41.3% | +12.7% |
| 3M | +12.3% | -56.5% | +68.8% | +12.1% |
| 6M | +15.8% | -99.7% | +115.5% | +18.3% |
| YTD | +13.9% | -99.9% | +113.7% | +16.8% |
| 1Y | +19.0% | -99.9% | +118.9% | +22.3% |
| 3Y | +33.7% | -100.0% | +133.7% | +40.3% |
| 5Y | +173.4% | -100.0% | +273.4% | +187.9% |
| All | +158.8% | -100.0% | +258.8% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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