-0.7%
AGG vs ACM
-48.8%
+48.1%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.1% | -4.6% | +3.5% | -1.0% |
| 30D | -1.1% | +4.1% | -5.2% | -1.2% |
| 3M | -1.9% | -8.3% | +6.4% | -1.9% |
| 6M | -1.7% | -30.1% | +28.3% | -1.5% |
| YTD | -1.3% | -32.6% | +31.3% | -1.2% |
| 1Y | -0.7% | -49.6% | +48.8% | -1.0% |
| All | -0.7% | -48.8% | +48.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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