+4,824.8%
ACGL vs SM
+1,005.7%
+3,819.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.3% |
| 7D | +6.4% | -25.1% | +31.5% | +8.8% |
| 30D | +16.6% | -15.6% | +32.2% | +18.0% |
| 3M | +11.6% | +2.7% | +8.9% | +10.8% |
| 6M | +17.5% | -3.8% | +21.3% | +16.9% |
| YTD | +15.3% | +61.8% | -46.6% | +9.1% |
| 1Y | +26.3% | +71.4% | -45.1% | +18.8% |
| 3Y | +35.9% | -20.7% | +56.6% | +34.2% |
| 5Y | +168.2% | -11.5% | +179.7% | +156.0% |
| 10Y | +352.0% | +10.2% | +341.8% | +246.3% |
| All | +4,824.8% | +1,005.7% | +3,819.0% | +3,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling