+117.8%
UAL vs ACGL
+276.1%
-158.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.7% |
| 7D | +0.7% | -0.7% | +1.5% | +1.2% |
| 30D | -16.1% | -1.0% | -15.1% | -15.6% |
| 3M | +6.1% | +11.0% | -4.9% | -2.5% |
| 6M | +10.8% | -0.3% | +11.2% | +9.5% |
| YTD | -0.4% | +2.3% | -2.7% | -4.3% |
| 1Y | +5.0% | +6.4% | -1.4% | -2.5% |
| 3Y | +124.0% | +34.0% | +90.1% | +63.7% |
| 5Y | +141.0% | +161.6% | -20.7% | -4.5% |
| All | +117.8% | +276.1% | -158.3% | -20.4% |
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