+164.7%
ACGL vs SFM
+105.4%
+59.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.9% | -2.6% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +13.7% | -24.8% | +38.5% | +16.0% |
| 3M | +8.0% | -43.7% | +51.7% | +12.9% |
| 6M | +13.3% | -37.3% | +50.5% | +17.0% |
| YTD | +11.8% | -38.4% | +50.2% | +15.3% |
| 1Y | +22.2% | -36.9% | +59.2% | +25.7% |
| 3Y | +32.5% | +20.7% | +11.8% | +24.8% |
| All | +164.7% | +105.4% | +59.4% | +114.0% |
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