+248.5%
UAL vs ACGL
+1,856.1%
-1,607.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +5.0% | +6.4% | -1.4% | -0.1% |
| 30D | -1.2% | +16.6% | -17.8% | -13.4% |
| 3M | -16.8% | +11.6% | -28.4% | -24.6% |
| 6M | +18.0% | +17.5% | +0.5% | +1.0% |
| YTD | -1.2% | +15.3% | -16.5% | -15.2% |
| 1Y | +14.3% | +26.3% | -12.0% | -9.3% |
| 3Y | +194.6% | +35.9% | +158.6% | +105.0% |
| 5Y | +109.6% | +168.2% | -58.6% | -26.0% |
| 10Y | +93.1% | +352.0% | -258.9% | -60.2% |
| All | +248.5% | +1,856.1% | -1,607.6% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling