+17.3%
LUV vs ACGL
+270.1%
-252.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.7% | -2.1% | +2.8% | +1.8% |
| 30D | -13.4% | -2.2% | -11.3% | -12.5% |
| 3M | -9.6% | +6.3% | -15.9% | -13.0% |
| 6M | -8.9% | +0.5% | -9.4% | -10.0% |
| YTD | -5.2% | +0.2% | -5.4% | -6.3% |
| 1Y | +27.0% | +7.3% | +19.8% | +20.7% |
| 3Y | +39.6% | +30.8% | +8.8% | +13.6% |
| 5Y | -14.4% | +155.8% | -170.2% | -55.5% |
| 10Y | +17.3% | +276.3% | -259.1% | -46.7% |
| All | +17.3% | +270.1% | -252.9% | -46.7% |
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