+32.5%
ACGL vs SBAC
-10.4%
+42.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.8% |
| 7D | +0.9% | +1.2% | -0.3% | +0.7% |
| 30D | +13.7% | +11.2% | +2.6% | +12.5% |
| 3M | +8.0% | +4.5% | +3.6% | +7.5% |
| 6M | +13.3% | -12.2% | +25.4% | +14.5% |
| YTD | +11.8% | -0.1% | +12.0% | +11.4% |
| 1Y | +22.2% | -0.3% | +22.5% | +21.8% |
| 3Y | +32.5% | -8.7% | +41.2% | +32.5% |
| All | +32.5% | -10.4% | +42.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling