+45.9%
UPS vs ACGL
+324.4%
-278.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +3.8% | +2.2% | +1.6% | +3.1% |
| 30D | +17.4% | +12.3% | +5.0% | +13.2% |
| 3M | +8.2% | +11.8% | -3.6% | +4.5% |
| 6M | +17.9% | +17.5% | +0.5% | +11.7% |
| YTD | +18.7% | +14.3% | +4.4% | +13.1% |
| 1Y | +24.8% | +18.2% | +6.6% | +17.7% |
| 3Y | -4.5% | +33.2% | -37.7% | -15.5% |
| 5Y | -33.2% | +174.3% | -207.5% | -55.9% |
| All | +45.9% | +324.4% | -278.4% | -23.8% |
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