+468.9%
ACGL vs SFM
+132.6%
+336.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 6M | -0.3% | +6.5% | -6.8% | -1.4% |
| YTD | +2.3% | +2.2% | +0.1% | +1.4% |
| 1Y | +6.4% | -41.9% | +48.3% | +11.0% |
| 3Y | +34.0% | +106.8% | -72.8% | +21.7% |
| 5Y | +161.6% | +231.6% | -69.9% | +123.5% |
| 10Y | +278.6% | +258.4% | +20.2% | +211.0% |
| All | +468.9% | +132.6% | +336.4% | +376.6% |
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