+44.3%
UPS vs ACGL
+329.5%
-285.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -1.6% | -1.4% | -0.3% | -1.2% |
| 30D | +17.9% | +12.4% | +5.6% | +13.8% |
| 3M | +9.4% | +11.1% | -1.7% | +5.8% |
| 6M | +16.2% | +16.3% | -0.2% | +10.3% |
| YTD | +18.8% | +13.8% | +4.9% | +13.3% |
| 1Y | +26.1% | +20.4% | +5.7% | +18.2% |
| 3Y | -4.5% | +33.6% | -38.0% | -15.5% |
| 5Y | -33.2% | +176.8% | -210.1% | -56.1% |
| 10Y | +44.3% | +324.6% | -280.3% | -24.7% |
| All | +44.3% | +329.5% | -285.1% | -24.7% |
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