+569.1%
SLB vs ACGL
+4,429.2%
-3,860.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | +0.8% | -0.7% | +1.6% | +1.0% |
| 30D | +15.8% | -1.0% | +16.8% | +16.1% |
| 3M | -0.3% | +11.0% | -11.4% | -4.2% |
| 6M | +21.3% | -0.3% | +21.7% | +20.8% |
| YTD | +52.3% | +2.3% | +50.0% | +50.0% |
| 1Y | +63.6% | +6.4% | +57.2% | +58.6% |
| 3Y | +3.8% | +34.0% | -30.2% | -8.6% |
| 5Y | +128.6% | +161.6% | -33.0% | +59.2% |
| 10Y | -3.1% | +278.6% | -281.7% | -38.4% |
| All | +569.1% | +4,429.2% | -3,860.1% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling