+1,398.0%
UL vs ACGL
+4,853.1%
-3,455.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.0% |
| 7D | +1.1% | +0.9% | +0.3% | +1.0% |
| 30D | +8.2% | +13.7% | -5.5% | +5.8% |
| 3M | +4.5% | +8.0% | -3.5% | +3.1% |
| 6M | +12.6% | +13.3% | -0.7% | +10.0% |
| YTD | +3.5% | +11.8% | -8.3% | +1.4% |
| 1Y | -0.4% | +22.2% | -22.7% | -4.0% |
| 3Y | +36.0% | +32.5% | +3.5% | +28.2% |
| 5Y | +30.9% | +160.2% | -129.3% | +8.6% |
| 10Y | +97.5% | +338.5% | -241.0% | +47.1% |
| All | +1,398.0% | +4,853.1% | -3,455.0% | +836.0% |
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