-32.2%
ACI vs UMAC
+182.0%
-214.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.8% |
| 7D | +2.3% | -5.2% | +7.5% | +2.3% |
| 30D | +1.2% | -36.4% | +37.6% | +1.2% |
| 3M | +6.8% | -58.6% | +65.4% | +6.9% |
| 6M | -18.7% | -24.6% | +5.9% | -19.1% |
| YTD | -20.2% | -11.5% | -8.8% | -20.9% |
| 1Y | -23.7% | +16.9% | -40.6% | -24.7% |
| All | -32.2% | +182.0% | -214.2% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling