+1,857.3%
UMC vs ACGL
+270.1%
+1,587.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +13.6% | -2.1% | +15.7% | +14.0% |
| 30D | +20.8% | -2.2% | +22.9% | +21.2% |
| 3M | +16.1% | +6.3% | +9.8% | +13.5% |
| 6M | +137.3% | +0.5% | +136.8% | +134.0% |
| YTD | +193.8% | +0.2% | +193.5% | +189.5% |
| 1Y | +236.1% | +7.3% | +228.8% | +224.5% |
| 3Y | +267.1% | +30.8% | +236.3% | +227.6% |
| 5Y | +145.3% | +155.8% | -10.5% | +75.0% |
| 10Y | +1,857.3% | +276.3% | +1,581.0% | +1,161.1% |
| All | +1,857.3% | +270.1% | +1,587.2% | +1,161.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling