+330.4%
ACGL vs SFM
+138.5%
+191.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.1% |
| 7D | +1.3% | -6.9% | +8.1% | +2.0% |
| 30D | +14.2% | -25.0% | +39.2% | +17.1% |
| 3M | +11.1% | -42.7% | +53.8% | +17.2% |
| 6M | +16.4% | -41.0% | +57.4% | +22.0% |
| YTD | +13.8% | -38.7% | +52.4% | +18.3% |
| 1Y | +21.6% | -38.1% | +59.7% | +26.2% |
| 3Y | +33.5% | +19.3% | +14.2% | +24.9% |
| 5Y | +174.8% | +103.1% | +71.7% | +134.4% |
| 10Y | +330.4% | +131.1% | +199.3% | +249.0% |
| All | +330.4% | +138.5% | +191.8% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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