+182.0%
SLV vs ACGL
+322.9%
-140.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.3% | -3.3% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -15.6% | +12.8% | -28.4% | -16.3% |
| 3M | -23.6% | +12.3% | -35.9% | -24.2% |
| 6M | -42.6% | +15.8% | -58.4% | -43.2% |
| YTD | -30.0% | +13.9% | -43.8% | -30.8% |
| 1Y | -6.6% | +19.0% | -25.6% | -8.1% |
| 3Y | +121.8% | +33.7% | +88.2% | +115.0% |
| 5Y | +92.7% | +173.4% | -80.7% | +71.2% |
| All | +182.0% | +322.9% | -140.9% | +145.4% |
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