+72.6%
AGG vs ACM
+252.1%
-179.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.5% | +5.6% | -7.1% | -1.5% |
| 30D | +0.6% | +20.8% | -20.2% | +0.7% |
| 3M | -1.6% | +11.4% | -13.0% | -1.6% |
| 6M | -1.6% | +0.9% | -2.6% | -1.6% |
| YTD | -1.5% | -24.8% | +23.3% | -1.6% |
| 1Y | -1.1% | -46.4% | +45.3% | -1.2% |
| 3Y | +13.6% | -9.2% | +22.9% | +13.6% |
| 5Y | -1.7% | +5.0% | -6.7% | -1.6% |
| 10Y | +16.1% | +130.6% | -114.4% | +16.9% |
| All | +72.6% | +252.1% | -179.5% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling