+330.6%
ACGL vs SM
+4.9%
+325.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | -1.1% | -22.3% | +21.2% | +1.0% |
| 30D | +13.1% | -21.4% | +34.5% | +15.3% |
| 3M | +9.8% | +1.4% | +8.4% | +9.1% |
| 6M | +15.3% | +0.1% | +15.2% | +14.2% |
| YTD | +12.7% | +59.0% | -46.2% | +6.3% |
| 1Y | +20.7% | +64.3% | -43.6% | +13.3% |
| 3Y | +34.3% | -13.1% | +47.4% | +31.2% |
| 5Y | +170.6% | -13.9% | +184.5% | +157.3% |
| 10Y | +330.6% | +1.7% | +328.9% | +205.5% |
| All | +330.6% | +4.9% | +325.7% | +205.5% |
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