+92.5%
USB vs ACGL
+35.5%
+57.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.5% | +6.4% | -7.8% | -2.9% |
| 30D | +4.3% | +16.6% | -12.3% | +0.7% |
| 3M | -6.1% | +11.6% | -17.7% | -8.4% |
| 6M | +9.4% | +17.5% | -8.1% | +5.2% |
| YTD | +15.2% | +15.3% | -0.1% | +11.0% |
| 1Y | +32.8% | +26.3% | +6.5% | +25.2% |
| All | +92.5% | +35.5% | +57.0% | +95.6% |
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 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