-42.4%
ACI vs URA
+131.0%
-173.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.4% |
| 7D | -2.6% | +8.1% | -10.7% | -2.8% |
| 30D | +1.1% | +5.8% | -4.7% | +0.9% |
| 3M | -23.6% | +3.4% | -27.1% | -23.7% |
| 6M | -29.9% | -2.6% | -27.3% | -30.1% |
| YTD | -26.9% | +11.2% | -38.0% | -27.9% |
| 1Y | -34.2% | +19.8% | -54.1% | -35.8% |
| 3Y | -43.6% | +121.5% | -165.1% | -48.6% |
| 5Y | -42.4% | +134.5% | -176.8% | -48.5% |
| All | -42.4% | +131.0% | -173.4% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling