+2,634.1%
USB vs ACGL
+5,010.0%
-2,375.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.8% |
| 7D | +2.4% | +8.0% | -5.6% | -0.7% |
| 30D | +6.6% | +17.3% | -10.7% | 0.0% |
| 3M | -4.1% | +11.2% | -15.3% | -8.2% |
| 6M | +12.5% | +18.2% | -5.7% | +4.8% |
| YTD | +17.6% | +15.4% | +2.2% | +10.3% |
| 1Y | +36.5% | +26.5% | +10.0% | +23.3% |
| 3Y | +95.4% | +36.1% | +59.3% | +67.7% |
| 5Y | +26.1% | +175.9% | -149.8% | -19.6% |
| 10Y | +101.3% | +352.4% | -251.2% | +8.2% |
| All | +2,634.1% | +5,010.0% | -2,375.9% | +823.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling