+30.8%
UL vs ACI
+34.0%
-3.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | +6.8% | +9.5% | -2.8% | +5.6% |
| 3M | +5.7% | +10.1% | -4.3% | +4.4% |
| 6M | +15.9% | -15.4% | +31.3% | +17.4% |
| YTD | +4.3% | -19.5% | +23.8% | +6.2% |
| 1Y | -0.4% | -21.0% | +20.5% | +1.6% |
| 3Y | +35.0% | -31.2% | +66.1% | +39.3% |
| 5Y | +31.6% | -40.6% | +72.2% | +36.2% |
| All | +30.8% | +34.0% | -3.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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