+1,218.8%
URI vs ACGL
+332.3%
+886.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.8% | +6.1% | +6.4% |
| 7D | -4.0% | -1.1% | -2.9% | -3.5% |
| 30D | +6.8% | +13.1% | -6.3% | -1.1% |
| 3M | -2.8% | +9.8% | -12.6% | -8.6% |
| 6M | +20.9% | +15.3% | +5.6% | +9.3% |
| YTD | +40.2% | +12.7% | +27.5% | +27.8% |
| 1Y | +34.1% | +20.7% | +13.4% | +17.0% |
| 3Y | +164.1% | +34.3% | +129.9% | +103.5% |
| 5Y | +199.3% | +170.6% | +28.7% | +34.9% |
| 10Y | +1,218.8% | +330.6% | +888.2% | +282.6% |
| All | +1,218.8% | +332.3% | +886.5% | +282.6% |
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