+172.1%
ACGL vs UEC
+21.1%
+151.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +2.2% | -3.8% | +5.9% | +2.2% |
| 30D | +12.3% | -13.5% | +25.8% | +12.6% |
| 3M | +11.8% | -40.5% | +52.3% | +13.1% |
| 6M | +17.5% | -56.7% | +74.1% | +19.7% |
| YTD | +14.3% | -43.0% | +57.3% | +14.4% |
| 1Y | +18.2% | -42.5% | +60.7% | +18.1% |
| 3Y | +33.2% | +11.6% | +21.6% | +24.7% |
| All | +172.1% | +21.1% | +151.0% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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