+266.9%
ACGL vs SM
+12.3%
+254.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.1% | -2.8% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | -2.8% | +31.5% | -34.3% | -5.3% |
| 3M | +6.8% | +17.3% | -10.5% | +4.9% |
| 6M | -1.5% | +48.5% | -50.1% | -5.8% |
| YTD | -0.2% | +106.3% | -106.5% | -7.7% |
| 1Y | +5.3% | +47.3% | -42.0% | +0.2% |
| 3Y | +30.3% | -1.4% | +31.7% | +26.3% |
| 5Y | +151.8% | +114.0% | +37.8% | +120.6% |
| 10Y | +266.9% | +12.5% | +254.4% | +152.1% |
| All | +266.9% | +12.3% | +254.5% | +152.1% |
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