+164.5%
ACGL vs SFM
+230.0%
-65.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.0% |
| 7D | -0.7% | -0.1% | -0.7% | -0.8% |
| 30D | -1.0% | -4.4% | +3.4% | -0.7% |
| 3M | +11.0% | +1.5% | +9.5% | +10.7% |
| 6M | -0.3% | +6.5% | -6.8% | -1.3% |
| YTD | +2.3% | +2.2% | +0.1% | +1.5% |
| 1Y | +6.4% | -41.9% | +48.3% | +11.5% |
| 3Y | +34.0% | +106.8% | -72.8% | +20.8% |
| All | +164.5% | +230.0% | -65.4% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling