+175.9%
SLV vs ACGL
+332.3%
-156.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | +5.6% | -1.1% | +6.7% | +5.7% |
| 30D | -12.1% | +13.1% | -25.3% | -12.8% |
| 3M | -16.3% | +9.8% | -26.1% | -16.8% |
| 6M | -34.1% | +15.3% | -49.3% | -34.8% |
| YTD | -25.3% | +12.7% | -38.0% | -26.1% |
| 1Y | +9.6% | +20.7% | -11.1% | +7.7% |
| 3Y | +132.7% | +34.3% | +98.4% | +125.4% |
| 5Y | +113.7% | +170.6% | -56.9% | +90.3% |
| 10Y | +175.9% | +330.6% | -154.7% | +170.9% |
| All | +175.9% | +332.3% | -156.5% | +170.9% |
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