+22.2%
ACGL vs SFM
-38.0%
+60.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.9% | -2.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | +13.7% | -24.8% | +38.5% | +14.8% |
| 3M | +8.0% | -43.7% | +51.7% | +10.5% |
| 6M | +13.3% | -37.3% | +50.5% | +15.5% |
| YTD | +11.8% | -38.4% | +50.2% | +13.2% |
| 1Y | +22.2% | -36.9% | +59.2% | +23.4% |
| All | +22.2% | -38.0% | +60.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling