+96.4%
SYY vs ACGL
+263.8%
-167.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.0% |
| 7D | -2.8% | -2.9% | +0.2% | -1.3% |
| 30D | -5.3% | -2.8% | -2.5% | -3.9% |
| 3M | +5.1% | +6.8% | -1.7% | +1.2% |
| 6M | -5.0% | -1.5% | -3.4% | -5.0% |
| YTD | +10.7% | -0.2% | +10.9% | +9.5% |
| 1Y | +0.7% | +5.3% | -4.6% | -3.6% |
| 3Y | +24.0% | +30.3% | -6.2% | +0.6% |
| 5Y | +19.3% | +151.8% | -132.5% | -39.4% |
| 10Y | +96.4% | +266.9% | -170.4% | -17.1% |
| All | +96.4% | +263.8% | -167.4% | -17.1% |
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