+174.8%
ACGL vs SM
-10.9%
+185.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +1.3% | -19.5% | +20.8% | +2.8% |
| 30D | +14.2% | -20.2% | +34.4% | +15.9% |
| 3M | +11.1% | -6.5% | +17.6% | +11.1% |
| 6M | +16.4% | +1.6% | +14.8% | +15.1% |
| YTD | +13.8% | +61.2% | -47.5% | +6.9% |
| 1Y | +21.6% | +65.4% | -43.8% | +13.8% |
| 3Y | +33.5% | -13.0% | +46.6% | +30.2% |
| 5Y | +174.8% | -4.3% | +179.1% | +157.8% |
| All | +174.8% | -10.9% | +185.8% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling