+375.0%
AGI vs ACM
+132.6%
+242.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -10.1% | +5.6% | -15.8% | -10.8% |
| 30D | -6.5% | +20.8% | -27.4% | -8.9% |
| 3M | -12.8% | +11.4% | -24.2% | -14.1% |
| 6M | -34.3% | +0.9% | -35.2% | -34.6% |
| YTD | -25.6% | -24.8% | -0.8% | -23.2% |
| 1Y | -14.2% | -46.4% | +32.2% | -7.9% |
| 3Y | +127.3% | -9.2% | +136.5% | +128.9% |
| 5Y | +241.8% | +5.0% | +236.8% | +240.1% |
| All | +375.0% | +132.6% | +242.4% | +393.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling