+23.0%
UL vs ACI
+18.9%
+4.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.4% |
| 7D | -3.2% | -5.0% | +1.8% | -2.6% |
| 30D | -0.6% | -2.3% | +1.7% | -0.3% |
| 3M | +9.4% | -23.2% | +32.6% | +12.4% |
| 6M | -4.1% | -29.5% | +25.3% | -0.7% |
| YTD | -2.0% | -28.6% | +26.6% | +1.4% |
| 1Y | -9.0% | -34.0% | +25.1% | -5.2% |
| 3Y | +21.8% | -45.0% | +66.8% | +28.8% |
| 5Y | +20.6% | -44.0% | +64.6% | +26.0% |
| All | +23.0% | +18.9% | +4.1% | +17.5% |
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