+200.6%
UAL vs ACGL
+35.5%
+165.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +5.0% | +6.4% | -1.4% | +3.5% |
| 30D | -1.2% | +16.6% | -17.8% | -4.9% |
| 3M | -16.8% | +11.6% | -28.4% | -19.0% |
| 6M | +18.0% | +17.5% | +0.5% | +12.6% |
| YTD | -1.2% | +15.3% | -16.5% | -5.5% |
| 1Y | +14.3% | +26.3% | -12.0% | +5.9% |
| All | +200.6% | +35.5% | +165.0% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling