+340.7%
SHW vs ACGL
+332.0%
+8.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | +4.2% | +1.3% | +3.0% | +3.8% |
| 30D | +11.3% | +14.2% | -2.9% | +6.1% |
| 3M | -1.8% | +11.1% | -12.9% | -5.5% |
| 6M | +12.7% | +16.4% | -3.6% | +6.4% |
| YTD | +10.4% | +13.8% | -3.3% | +4.9% |
| 1Y | +4.7% | +21.6% | -16.8% | -3.0% |
| 3Y | +42.7% | +33.5% | +9.1% | +24.8% |
| 5Y | +14.5% | +174.8% | -160.3% | -27.1% |
| 10Y | +340.7% | +330.4% | +10.4% | +125.4% |
| All | +340.7% | +332.0% | +8.7% | +125.4% |
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