+25.5%
LQD vs ACGL
+322.9%
-297.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | +0.9% | +12.8% | -11.9% | +0.4% |
| 3M | -1.7% | +12.3% | -14.0% | -2.1% |
| 6M | -2.8% | +15.8% | -18.6% | -3.3% |
| YTD | -2.8% | +13.9% | -16.6% | -3.3% |
| 1Y | -2.8% | +19.0% | -21.8% | -3.5% |
| 3Y | +15.5% | +33.7% | -18.2% | +13.9% |
| 5Y | -4.9% | +173.4% | -178.3% | -9.4% |
| All | +25.5% | +322.9% | -297.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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