+1,357.2%
UL vs ACGL
+4,429.2%
-3,072.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +0.5% | -1.0% | +1.5% | +0.7% |
| 3M | +17.6% | +11.0% | +6.6% | +15.4% |
| 6M | -5.4% | -0.3% | -5.0% | -5.4% |
| YTD | +0.7% | +2.3% | -1.6% | +0.2% |
| 1Y | -9.3% | +6.4% | -15.6% | -10.4% |
| 3Y | +24.5% | +34.0% | -9.4% | +17.0% |
| 5Y | +23.2% | +161.6% | -138.4% | +2.1% |
| 10Y | +64.5% | +278.6% | -214.1% | +25.5% |
| All | +1,357.2% | +4,429.2% | -3,072.0% | +825.1% |
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