-18.0%
ACI vs URA
-41.6%
+23.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -2.3% |
| 7D | -2.2% | -4.1% | +1.9% | -3.1% |
| 30D | +10.3% | -19.0% | +29.3% | +5.5% |
| 3M | +7.2% | -25.1% | +32.3% | +1.2% |
| 6M | -18.0% | -44.5% | +26.5% | -27.8% |
| All | -18.0% | -41.6% | +23.6% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling