+324.6%
ACGL vs SBAC
+109.8%
+214.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -0.6% |
| 30D | +12.4% | +3.1% | +9.2% | +11.4% |
| 3M | +11.1% | +5.1% | +6.0% | +9.4% |
| 6M | +16.3% | -11.4% | +27.7% | +19.3% |
| YTD | +13.8% | +0.2% | +13.6% | +12.0% |
| 1Y | +20.4% | -3.9% | +24.3% | +19.8% |
| 3Y | +33.6% | -7.7% | +41.2% | +31.6% |
| 5Y | +176.8% | -39.7% | +216.6% | +207.4% |
| 10Y | +324.6% | +111.9% | +212.7% | +268.1% |
| All | +324.6% | +109.8% | +214.8% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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