+324.6%
ACGL vs URA
+277.9%
+46.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -1.4% | +2.9% | -4.2% | -1.8% |
| 30D | +12.4% | -10.8% | +23.2% | +13.9% |
| 3M | +11.1% | -25.5% | +36.6% | +15.2% |
| 6M | +16.3% | -41.2% | +57.6% | +24.5% |
| YTD | +13.8% | -21.3% | +35.1% | +14.1% |
| 1Y | +20.4% | -25.7% | +46.1% | +21.7% |
| 3Y | +33.6% | +43.1% | -9.5% | +12.6% |
| 5Y | +176.8% | +35.6% | +141.3% | +128.9% |
| 10Y | +324.6% | +281.3% | +43.3% | +130.4% |
| All | +324.6% | +277.9% | +46.7% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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