+99.3%
UL vs ACGL
+332.3%
-233.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.3% | -1.1% | +1.3% | +0.6% |
| 30D | +7.0% | +13.1% | -6.1% | +3.6% |
| 3M | +5.8% | +9.8% | -4.0% | +3.2% |
| 6M | +16.1% | +15.3% | +0.9% | +11.8% |
| YTD | +4.5% | +12.7% | -8.2% | +1.0% |
| 1Y | -1.3% | +20.7% | -22.0% | -6.2% |
| 3Y | +35.0% | +34.3% | +0.7% | +22.8% |
| 5Y | +31.9% | +170.6% | -138.7% | -3.4% |
| 10Y | +99.3% | +330.6% | -231.3% | +35.7% |
| All | +99.3% | +332.3% | -233.1% | +35.7% |
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