+73.7%
UAL vs ACGL
+324.4%
-250.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -2.0% |
| 7D | -3.0% | +2.2% | -5.2% | -4.5% |
| 30D | +10.5% | +12.3% | -1.8% | +1.6% |
| 3M | -13.5% | +11.8% | -25.3% | -20.5% |
| 6M | +14.2% | +17.5% | -3.2% | 0.0% |
| YTD | -2.2% | +14.3% | -16.5% | -13.6% |
| 1Y | +12.5% | +18.2% | -5.7% | -3.0% |
| 3Y | +186.8% | +33.2% | +153.7% | +113.8% |
| 5Y | +119.4% | +174.3% | -55.0% | -15.7% |
| All | +73.7% | +324.4% | -250.7% | -44.0% |
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