+122.3%
SLV vs ACGL
+31.5%
+90.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | -0.4% |
| 7D | +5.1% | +0.9% | +4.2% | +5.2% |
| 30D | -12.9% | +13.7% | -26.6% | -11.9% |
| 3M | -16.1% | +8.0% | -24.1% | -15.4% |
| 6M | -33.2% | +13.3% | -46.5% | -32.3% |
| YTD | -27.2% | +11.8% | -39.1% | -26.6% |
| 1Y | +7.6% | +22.2% | -14.6% | +8.0% |
| 3Y | +122.3% | +32.5% | +89.9% | +136.8% |
| All | +122.3% | +31.5% | +90.9% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling