+99.8%
SLV vs ACGL
+174.9%
-75.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -14.2% | +12.4% | -26.5% | -14.0% |
| 3M | -20.3% | +11.1% | -31.4% | -20.2% |
| 6M | -40.2% | +16.3% | -56.5% | -40.1% |
| YTD | -27.6% | +13.8% | -41.4% | -27.6% |
| 1Y | +0.4% | +20.4% | -20.0% | +0.1% |
| 3Y | +129.4% | +33.6% | +95.8% | +128.1% |
| 5Y | +99.8% | +176.8% | -77.1% | +83.6% |
| All | +99.8% | +174.9% | -75.1% | +83.6% |
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