+541.2%
ACGL vs SFM
+47.4%
+493.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | +0.4% |
| 7D | +6.4% | +7.5% | -1.1% | +5.6% |
| 30D | +16.6% | -20.8% | +37.4% | +18.6% |
| 3M | +11.6% | -39.4% | +51.0% | +16.2% |
| 6M | +17.5% | -34.5% | +51.9% | +21.2% |
| YTD | +15.3% | -35.2% | +50.5% | +18.6% |
| 1Y | +26.3% | -35.3% | +61.6% | +29.9% |
| 3Y | +35.9% | +23.9% | +12.0% | +29.1% |
| 5Y | +168.2% | +113.8% | +54.3% | +137.5% |
| 10Y | +352.0% | +152.0% | +200.0% | +284.2% |
| All | +541.2% | +47.4% | +493.8% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling