-35.8%
ACI vs URA
+36.0%
-71.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -3.2% |
| 7D | -2.2% | -4.1% | +1.9% | -2.4% |
| 30D | +10.3% | -19.0% | +29.3% | +9.5% |
| 3M | +7.2% | -25.1% | +32.3% | +6.2% |
| 6M | -18.0% | -44.5% | +26.5% | -18.7% |
| YTD | -22.0% | -24.3% | +2.3% | -23.2% |
| 1Y | -23.4% | -28.1% | +4.8% | -24.5% |
| 3Y | -35.8% | +40.7% | -76.5% | -41.1% |
| All | -35.8% | +36.0% | -71.8% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling