+33.3%
ACI vs URA
+265.6%
-232.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +2.3% | -1.5% | +3.8% | +2.3% |
| 30D | +1.2% | -10.4% | +11.7% | +1.5% |
| 3M | +6.8% | -29.6% | +36.4% | +8.0% |
| 6M | -18.7% | -40.3% | +21.5% | -17.2% |
| YTD | -20.2% | -25.5% | +5.3% | -20.4% |
| 1Y | -23.7% | -26.4% | +2.7% | -23.9% |
| 3Y | -31.6% | +31.4% | -63.1% | -36.6% |
| 5Y | -42.8% | +28.6% | -71.4% | -47.8% |
| All | +33.3% | +265.6% | -232.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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