+1,179.9%
URI vs ACGL
+276.1%
+903.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | -2.0% | -0.7% | -1.2% | -1.6% |
| 30D | -12.9% | -1.0% | -11.9% | -12.5% |
| 3M | -6.7% | +11.0% | -17.8% | -13.3% |
| 6M | +19.0% | -0.3% | +19.3% | +17.8% |
| YTD | +25.5% | +2.3% | +23.3% | +21.7% |
| 1Y | +5.5% | +6.4% | -0.8% | -0.6% |
| 3Y | +111.3% | +34.0% | +77.3% | +60.8% |
| 5Y | +198.6% | +161.6% | +36.9% | +36.8% |
| All | +1,179.9% | +276.1% | +903.9% | +354.7% |
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