+147.9%
URI vs ACGL
+34.9%
+113.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -6.0% | +1.3% | -7.2% | -6.1% |
| 30D | +4.6% | +14.2% | -9.6% | +2.7% |
| 3M | -2.7% | +11.1% | -13.8% | -4.1% |
| 6M | +18.4% | +16.4% | +2.0% | +15.6% |
| YTD | +37.4% | +13.8% | +23.6% | +34.6% |
| 1Y | +30.4% | +21.6% | +8.8% | +26.2% |
| 3Y | +147.9% | +33.5% | +114.4% | +167.5% |
| All | +147.9% | +34.9% | +113.0% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling