+265.2%
UAL vs ACGL
+1,858.0%
-1,592.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +5.7% |
| 7D | +11.9% | +8.0% | +3.9% | +5.1% |
| 30D | +5.2% | +17.3% | -12.1% | -8.2% |
| 3M | -12.7% | +11.2% | -23.9% | -20.7% |
| 6M | +28.5% | +18.2% | +10.3% | +9.5% |
| YTD | +3.5% | +15.4% | -11.9% | -11.2% |
| 1Y | +27.5% | +26.5% | +1.0% | +1.0% |
| 3Y | +208.6% | +36.1% | +172.6% | +114.6% |
| 5Y | +135.6% | +175.9% | -40.4% | -19.0% |
| 10Y | +102.3% | +352.4% | -250.2% | -58.4% |
| All | +265.2% | +1,858.0% | -1,592.9% | -82.6% |
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 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