+93.1%
ACN vs UMC
+1,863.6%
-1,770.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.0% |
| 7D | -1.5% | +9.0% | -10.5% | -2.8% |
| 30D | +2.1% | +17.2% | -15.2% | -0.4% |
| 3M | +11.1% | +11.4% | -0.3% | +6.2% |
| 6M | -6.8% | +137.5% | -144.4% | -24.5% |
| YTD | -30.0% | +193.1% | -223.2% | -46.7% |
| 1Y | -23.1% | +240.3% | -263.4% | -43.5% |
| 3Y | -40.4% | +262.2% | -302.6% | -57.5% |
| 5Y | -41.6% | +143.1% | -184.7% | -56.3% |
| All | +93.1% | +1,863.6% | -1,770.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling