+32.6%
ACGL vs SFM
+23.6%
+9.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.2% |
| 7D | -1.4% | -7.1% | +5.7% | -0.9% |
| 30D | +12.4% | -21.4% | +33.8% | +13.6% |
| 3M | +11.1% | -40.1% | +51.2% | +14.3% |
| 6M | +16.3% | -38.0% | +54.4% | +19.2% |
| YTD | +13.8% | -36.5% | +50.4% | +16.2% |
| 1Y | +20.4% | -35.2% | +55.6% | +22.7% |
| All | +32.6% | +23.6% | +9.0% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling