-57.9%
AUR vs ACGL
+181.1%
-239.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | -4.5% | +2.2% | -6.7% | -4.9% |
| 30D | -16.6% | +12.3% | -28.9% | -18.5% |
| 3M | -38.5% | +11.8% | -50.3% | -39.9% |
| 6M | -49.9% | +17.5% | -67.3% | -51.8% |
| YTD | +9.6% | +14.3% | -4.6% | +5.5% |
| 1Y | +1.2% | +18.2% | -17.0% | -3.5% |
| 3Y | +128.8% | +33.2% | +95.7% | +117.2% |
| 5Y | -57.9% | +174.3% | -232.2% | -68.7% |
| All | -57.9% | +181.1% | -239.0% | -68.6% |
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