+168.2%
ACGL vs URA
+27.0%
+141.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.2% |
| 7D | +6.4% | -13.3% | +19.6% | +7.1% |
| 30D | +16.6% | -25.9% | +42.5% | +18.4% |
| 3M | +11.6% | -27.8% | +39.4% | +13.3% |
| 6M | +17.5% | -42.8% | +60.3% | +21.0% |
| YTD | +15.3% | -27.5% | +42.8% | +15.2% |
| 1Y | +26.3% | -35.1% | +61.4% | +27.6% |
| 3Y | +35.9% | +31.1% | +4.9% | +20.7% |
| 5Y | +168.2% | +29.8% | +138.4% | +128.7% |
| All | +168.2% | +27.0% | +141.2% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling