+96.5%
UAL vs ACGL
+329.5%
-233.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +2.3% | -1.4% | +3.6% | +3.2% |
| 30D | +13.3% | +12.4% | +1.0% | +4.1% |
| 3M | -6.3% | +11.1% | -17.4% | -13.5% |
| 6M | +22.5% | +16.3% | +6.2% | +8.0% |
| YTD | +5.9% | +13.8% | -8.0% | -6.1% |
| 1Y | +24.7% | +20.4% | +4.2% | +6.0% |
| 3Y | +211.6% | +33.6% | +178.0% | +131.6% |
| 5Y | +130.6% | +176.8% | -46.3% | -12.2% |
| 10Y | +96.5% | +324.6% | -228.1% | -34.9% |
| All | +96.5% | +329.5% | -233.0% | -34.9% |
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