+324.9%
ACGL vs SM
+18.0%
+306.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +2.2% | +9.4% | -7.2% | +1.3% |
| 30D | +12.3% | -14.4% | +26.7% | +13.6% |
| 3M | +11.8% | +1.6% | +10.3% | +11.1% |
| 6M | +17.5% | +6.3% | +11.1% | +15.8% |
| YTD | +14.3% | +78.8% | -64.5% | +6.6% |
| 1Y | +18.2% | +83.1% | -65.0% | +9.8% |
| 3Y | +33.2% | -5.9% | +39.1% | +29.2% |
| 5Y | +174.3% | +4.8% | +169.5% | +156.3% |
| All | +324.9% | +18.0% | +306.9% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling