+179.2%
URI vs ACGL
+159.2%
+19.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.2% |
| 7D | -9.8% | +0.9% | -10.6% | -10.2% |
| 30D | +1.7% | +13.7% | -12.0% | -3.3% |
| 3M | -9.1% | +8.0% | -17.1% | -11.9% |
| 6M | +9.9% | +13.3% | -3.4% | +3.8% |
| YTD | +31.2% | +11.8% | +19.4% | +24.2% |
| 1Y | +25.9% | +22.2% | +3.7% | +14.6% |
| 3Y | +147.4% | +32.5% | +114.9% | +108.2% |
| All | +179.2% | +159.2% | +19.9% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling