+330.4%
ACGL vs SBAC
+103.9%
+226.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +1.3% | +3.6% | -2.4% | +0.3% |
| 30D | +14.2% | +4.9% | +9.3% | +12.8% |
| 3M | +11.1% | +6.5% | +4.6% | +9.1% |
| 6M | +16.4% | -11.1% | +27.5% | +19.3% |
| YTD | +13.8% | +0.9% | +12.8% | +11.7% |
| 1Y | +21.6% | -1.6% | +23.1% | +20.1% |
| 3Y | +33.5% | -7.0% | +40.5% | +31.4% |
| 5Y | +174.8% | -39.2% | +214.1% | +204.4% |
| 10Y | +330.4% | +111.4% | +219.0% | +274.4% |
| All | +330.4% | +103.9% | +226.5% | +274.4% |
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