+109.6%
UAL vs ACGL
+174.7%
-65.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +5.0% | +6.4% | -1.4% | +2.3% |
| 30D | -1.2% | +16.6% | -17.8% | -7.9% |
| 3M | -16.8% | +11.6% | -28.4% | -20.9% |
| 6M | +18.0% | +17.5% | +0.5% | +8.6% |
| YTD | -1.2% | +15.3% | -16.5% | -8.8% |
| 1Y | +14.3% | +26.3% | -12.0% | +0.6% |
| 3Y | +194.6% | +35.9% | +158.6% | +141.4% |
| 5Y | +109.6% | +168.2% | -58.6% | -11.4% |
| All | +109.6% | +174.7% | -65.1% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling