-56.5%
AUR vs ACGL
+180.2%
-236.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +7.9% | -1.2% | +9.1% | +8.1% |
| 30D | -18.5% | +12.8% | -31.3% | -20.4% |
| 3M | -36.7% | +12.3% | -49.0% | -38.2% |
| 6M | -39.8% | +15.8% | -55.6% | -41.9% |
| YTD | +13.3% | +13.9% | -0.6% | +9.1% |
| 1Y | +2.8% | +19.0% | -16.2% | -2.2% |
| 3Y | +139.7% | +33.7% | +106.0% | +127.1% |
| 5Y | -56.5% | +173.4% | -229.9% | -67.7% |
| All | -56.5% | +180.2% | -236.7% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling