+65.4%
SLB vs ACGL
+174.7%
-109.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -7.7% | +6.4% | -14.1% | -9.7% |
| 30D | -0.7% | +16.6% | -17.3% | -6.0% |
| 3M | 0.0% | +11.6% | -11.6% | -4.1% |
| 6M | -10.4% | +17.5% | -27.9% | -15.9% |
| YTD | +31.5% | +15.3% | +16.2% | +23.7% |
| 1Y | +39.1% | +26.3% | +12.8% | +26.1% |
| 3Y | -5.7% | +35.9% | -41.6% | -18.7% |
| 5Y | +65.4% | +168.2% | -102.7% | -6.7% |
| All | +65.4% | +174.7% | -109.3% | -6.7% |
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