-17.3%
SLB vs ACGL
+332.0%
-349.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -4.3% | +1.3% | -5.5% | -5.1% |
| 30D | +1.9% | +14.2% | -12.3% | -6.1% |
| 3M | -5.7% | +11.1% | -16.8% | -12.0% |
| 6M | -5.3% | +16.4% | -21.7% | -14.7% |
| YTD | +32.2% | +13.8% | +18.4% | +19.8% |
| 1Y | +38.5% | +21.6% | +16.9% | +20.4% |
| 3Y | +1.1% | +33.5% | -32.4% | -20.6% |
| 5Y | +70.3% | +174.8% | -104.6% | -22.9% |
| 10Y | -17.3% | +330.4% | -347.6% | -66.5% |
| All | -17.3% | +332.0% | -349.3% | -66.5% |
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