+247.4%
UNH vs ACGL
+263.8%
-16.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.9% |
| 7D | +1.1% | -2.9% | +4.1% | +2.3% |
| 30D | -1.5% | -2.8% | +1.3% | -0.5% |
| 3M | -0.8% | +6.8% | -7.7% | -3.5% |
| 6M | +41.8% | -1.5% | +43.4% | +42.0% |
| YTD | +23.1% | -0.2% | +23.3% | +22.3% |
| 1Y | +28.5% | +5.3% | +23.2% | +24.7% |
| 3Y | -11.8% | +30.3% | -42.0% | -23.5% |
| 5Y | +5.3% | +151.8% | -146.5% | -33.5% |
| 10Y | +247.4% | +266.9% | -19.4% | +82.3% |
| All | +247.4% | +263.8% | -16.4% | +82.3% |
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