+108.7%
USB vs ACGL
+276.1%
-167.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.8% |
| 7D | +1.4% | -0.7% | +2.2% | +1.9% |
| 30D | -1.3% | -1.0% | -0.3% | -0.8% |
| 3M | +15.2% | +11.0% | +4.2% | +7.6% |
| 6M | +18.8% | -0.3% | +19.2% | +18.1% |
| YTD | +21.0% | +2.3% | +18.7% | +17.9% |
| 1Y | +34.0% | +6.4% | +27.6% | +26.9% |
| 3Y | +95.3% | +34.0% | +61.4% | +50.9% |
| 5Y | +40.4% | +161.6% | -121.3% | -35.2% |
| All | +108.7% | +276.1% | -167.3% | -20.0% |
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