+26.5%
ACGL vs UMAC
+2.9%
+23.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -10.9% | +13.6% | +2.1% |
| 7D | +8.0% | -26.0% | +34.0% | +6.5% |
| 30D | +17.3% | -40.3% | +57.6% | +14.8% |
| 3M | +11.2% | -51.1% | +62.4% | +8.4% |
| 6M | +18.2% | -5.6% | +23.8% | +19.5% |
| YTD | +15.4% | +2.3% | +13.1% | +18.6% |
| 1Y | +26.5% | +7.9% | +18.7% | +30.4% |
| All | +26.5% | +2.9% | +23.6% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling