+67.7%
UL vs ACM
+124.8%
-57.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.2% |
| 7D | -3.2% | -3.7% | +0.5% | -2.6% |
| 30D | -0.6% | -12.7% | +12.1% | +1.4% |
| 3M | +9.4% | -9.8% | +19.2% | +10.9% |
| 6M | -4.1% | -31.4% | +27.3% | +1.3% |
| YTD | -2.0% | -32.1% | +30.1% | +3.3% |
| 1Y | -9.0% | -47.8% | +38.8% | 0.0% |
| 3Y | +21.8% | -22.1% | +43.9% | +23.2% |
| 5Y | +20.6% | +1.8% | +18.8% | +15.1% |
| 10Y | +67.7% | +132.5% | -64.8% | +39.7% |
| All | +67.7% | +124.8% | -57.0% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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