+29.8%
ACI vs UPST
-15.8%
+45.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.4% |
| 7D | -2.2% | -4.9% | +2.7% | -2.2% |
| 30D | +10.3% | -8.9% | +19.2% | +10.4% |
| 3M | +7.2% | -26.3% | +33.5% | +7.5% |
| 6M | -18.0% | -23.7% | +5.7% | -17.9% |
| YTD | -22.0% | -49.9% | +28.0% | -21.6% |
| 1Y | -23.4% | -42.0% | +18.6% | -23.1% |
| 3Y | -35.8% | -25.3% | -10.5% | -36.3% |
| 5Y | -43.7% | -93.4% | +49.7% | -45.1% |
| All | +29.8% | -15.8% | +45.6% | +28.4% |
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