+76.4%
SLB vs ACGL
+173.3%
-96.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.5% | +2.2% | +1.3% | +2.8% |
| 30D | +6.5% | +12.3% | -5.8% | +2.1% |
| 3M | -0.2% | +11.8% | -12.0% | -4.4% |
| 6M | -5.7% | +17.5% | -23.2% | -11.6% |
| YTD | +36.8% | +14.3% | +22.6% | +29.1% |
| 1Y | +45.8% | +18.2% | +27.6% | +35.6% |
| 3Y | +3.4% | +33.2% | -29.8% | -10.2% |
| All | +76.4% | +173.3% | -96.9% | -3.6% |
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