-17.1%
SLB vs ACGL
+337.7%
-354.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +2.3% |
| 7D | -7.1% | +0.9% | -8.0% | -7.7% |
| 30D | +4.1% | +13.7% | -9.6% | -3.9% |
| 3M | -2.6% | +8.0% | -10.7% | -7.6% |
| 6M | -8.6% | +13.3% | -21.8% | -16.2% |
| YTD | +32.2% | +11.8% | +20.4% | +21.1% |
| 1Y | +40.7% | +22.2% | +18.4% | +21.8% |
| 3Y | -4.5% | +32.5% | -37.0% | -24.8% |
| 5Y | +66.4% | +160.2% | -93.8% | -21.8% |
| All | -17.1% | +337.7% | -354.8% | -65.3% |
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