+173.4%
ACGL vs SM
+5.1%
+168.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.3% |
| 7D | -1.2% | +10.6% | -11.8% | -2.0% |
| 30D | +12.8% | -15.0% | +27.8% | +13.9% |
| 3M | +12.3% | +1.7% | +10.6% | +11.6% |
| 6M | +15.8% | +5.9% | +10.0% | +14.3% |
| YTD | +13.9% | +79.0% | -65.1% | +6.1% |
| 1Y | +19.0% | +84.7% | -65.6% | +10.4% |
| 3Y | +33.7% | -3.5% | +37.1% | +29.2% |
| 5Y | +173.4% | +4.9% | +168.5% | +154.7% |
| All | +173.4% | +5.1% | +168.3% | +154.7% |
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 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