-38.2%
ACI vs UMAC
+473.8%
-511.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.3% |
| 7D | -3.7% | -3.4% | -0.3% | -3.7% |
| 30D | +0.6% | -15.1% | +15.7% | +0.6% |
| 3M | -20.3% | -10.8% | -9.6% | -20.2% |
| 6M | -24.7% | +15.7% | -40.3% | -24.9% |
| YTD | -27.2% | +80.1% | -107.4% | -27.9% |
| 1Y | -32.7% | +116.7% | -149.4% | -33.5% |
| All | -38.2% | +473.8% | -511.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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