+30.3%
ACI vs URA
+271.4%
-241.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -3.5% |
| 7D | -2.2% | -4.1% | +1.9% | -2.1% |
| 30D | +10.3% | -19.0% | +29.3% | +11.1% |
| 3M | +7.2% | -25.1% | +32.3% | +8.2% |
| 6M | -18.0% | -44.5% | +26.5% | -16.0% |
| YTD | -22.0% | -24.3% | +2.3% | -22.2% |
| 1Y | -23.4% | -28.1% | +4.8% | -23.4% |
| 3Y | -35.8% | +40.7% | -76.5% | -40.8% |
| 5Y | -43.7% | +35.5% | -79.1% | -48.9% |
| All | +30.3% | +271.4% | -241.1% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling