+36.0%
ACGL vs SM
-7.7%
+43.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.0% | +26.3% | -27.3% | -2.1% |
| 3M | +11.0% | +8.7% | +2.4% | +10.4% |
| 6M | -0.3% | +51.7% | -52.0% | -3.0% |
| YTD | +2.3% | +99.0% | -96.8% | -2.5% |
| 1Y | +6.4% | +34.6% | -28.2% | +4.4% |
| All | +36.0% | -7.7% | +43.7% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling