-31.6%
ACI vs URA
+35.4%
-67.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +2.3% | -1.5% | +3.8% | +2.2% |
| 30D | +1.2% | -10.4% | +11.7% | +0.8% |
| 3M | +6.8% | -29.6% | +36.4% | +5.7% |
| 6M | -18.7% | -40.3% | +21.5% | -19.5% |
| YTD | -20.2% | -25.5% | +5.3% | -21.6% |
| 1Y | -23.7% | -26.4% | +2.7% | -25.0% |
| 3Y | -31.6% | +31.4% | -63.1% | -36.5% |
| All | -31.6% | +35.4% | -67.0% | -36.5% |
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