+231.0%
UNH vs ACGL
+332.3%
-101.3%
-61.4%
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% | +0.6% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +4.8% | +13.1% | -8.3% | -0.2% |
| 3M | -1.7% | +9.8% | -11.5% | -5.4% |
| 6M | +5.9% | +15.3% | -9.4% | -0.2% |
| YTD | +22.8% | +12.7% | +10.1% | +16.2% |
| 1Y | +25.9% | +20.7% | +5.2% | +16.0% |
| 3Y | -21.4% | +34.3% | -55.7% | -32.4% |
| 5Y | -6.3% | +170.6% | -176.9% | -42.4% |
| 10Y | +231.0% | +330.6% | -99.6% | +59.6% |
| All | +231.0% | +332.3% | -101.3% | +59.6% |
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