+1,782.3%
UMC vs ACGL
+268.6%
+1,513.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.5% |
| 7D | +6.6% | -2.9% | +9.5% | +7.2% |
| 30D | +16.6% | -2.8% | +19.4% | +17.1% |
| 3M | +11.0% | +6.8% | +4.2% | +8.4% |
| 6M | +131.3% | -1.5% | +132.8% | +129.2% |
| YTD | +182.5% | -0.2% | +182.7% | +178.6% |
| 1Y | +222.3% | +5.3% | +217.0% | +212.6% |
| 3Y | +253.0% | +30.3% | +222.8% | +215.3% |
| 5Y | +141.8% | +151.8% | -10.0% | +73.3% |
| All | +1,782.3% | +268.6% | +1,513.7% | +1,113.7% |
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