-36.7%
AUR vs ACGL
+146.7%
-183.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +0.2% | -3.6% | +3.8% | +0.9% |
| 30D | -8.9% | -2.1% | -6.8% | -8.6% |
| 3M | +4.6% | +5.4% | -0.7% | +2.8% |
| 6M | +44.9% | 0.0% | +44.8% | +43.8% |
| YTD | +64.8% | +0.3% | +64.6% | +62.8% |
| 1Y | +16.4% | +6.2% | +10.2% | +12.7% |
| 3Y | +85.1% | +30.9% | +54.1% | +73.4% |
| 5Y | -36.1% | +159.8% | -195.9% | -51.3% |
| All | -36.7% | +146.7% | -183.4% | -51.5% |
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