+218.9%
SLV vs ACM
+128.0%
+90.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +3.3% | -12.9% | +16.2% | +5.3% |
| 3M | -3.6% | -6.4% | +2.8% | -3.0% |
| 6M | -21.8% | -29.2% | +7.4% | -17.8% |
| YTD | -7.8% | -29.9% | +22.1% | -2.9% |
| 1Y | +58.3% | -47.3% | +105.5% | +74.0% |
| 3Y | +182.6% | -19.6% | +202.2% | +188.1% |
| 5Y | +167.8% | +5.5% | +162.3% | +160.7% |
| 10Y | +218.9% | +129.7% | +89.2% | +187.7% |
| All | +218.9% | +128.0% | +90.9% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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