+324.6%
ACGL vs SM
+10.6%
+314.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.5% | -0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | +12.4% | -17.3% | +29.7% | +14.0% |
| 3M | +11.1% | -3.6% | +14.7% | +11.0% |
| 6M | +16.3% | +2.9% | +13.5% | +15.0% |
| YTD | +13.8% | +70.2% | -56.4% | +6.6% |
| 1Y | +20.4% | +66.5% | -46.1% | +12.9% |
| 3Y | +33.6% | -8.2% | +41.8% | +29.9% |
| 5Y | +176.8% | -1.5% | +178.3% | +160.1% |
| 10Y | +324.6% | +11.9% | +312.7% | +199.7% |
| All | +324.6% | +10.6% | +314.0% | +199.7% |
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