+18.8%
ACI vs UPST
-0.4%
+19.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.7% | -2.3% |
| 7D | -5.0% | -8.1% | +3.0% | -5.0% |
| 30D | -2.3% | -14.3% | +12.0% | -2.2% |
| 3M | -23.2% | -16.6% | -6.5% | -23.1% |
| 6M | -29.5% | -7.3% | -22.2% | -29.5% |
| YTD | -28.6% | -40.8% | +12.2% | -28.3% |
| 1Y | -34.0% | -62.4% | +28.4% | -33.5% |
| 3Y | -45.0% | -15.3% | -29.7% | -45.5% |
| 5Y | -44.0% | -91.1% | +47.0% | -45.4% |
| All | +18.8% | -0.4% | +19.2% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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