+130.8%
SLB vs ACGL
+161.8%
-31.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | +0.8% | -0.7% | +1.6% | +1.1% |
| 30D | +15.8% | -1.0% | +16.8% | +16.1% |
| 3M | -0.3% | +11.0% | -11.4% | -4.6% |
| 6M | +21.3% | -0.3% | +21.7% | +20.8% |
| YTD | +52.3% | +2.3% | +50.0% | +49.8% |
| 1Y | +63.6% | +6.4% | +57.2% | +58.0% |
| 3Y | +3.8% | +34.0% | -30.2% | -11.7% |
| All | +130.8% | +161.8% | -31.0% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling