+333.1%
SLV vs ACGL
+1,450.1%
-1,117.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +6.7% | -1.0% | +7.7% | +6.8% |
| 3M | -10.7% | +11.0% | -21.7% | -12.0% |
| 6M | -20.6% | -0.3% | -20.3% | -20.8% |
| YTD | -7.1% | +2.3% | -9.4% | -7.9% |
| 1Y | +62.0% | +6.4% | +55.6% | +59.7% |
| 3Y | +169.8% | +34.0% | +135.9% | +155.8% |
| 5Y | +161.5% | +161.6% | -0.2% | +122.2% |
| 10Y | +224.4% | +278.6% | -54.2% | +151.2% |
| All | +333.1% | +1,450.1% | -1,117.0% | +150.3% |
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