+104.6%
UL vs ACM
+133.7%
-29.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +2.6% | +6.6% | -4.0% | +1.5% |
| 30D | +6.8% | +19.8% | -13.0% | +3.6% |
| 3M | +5.7% | -3.1% | +8.9% | +6.0% |
| 6M | +15.9% | -11.5% | +27.4% | +17.5% |
| YTD | +4.3% | -24.7% | +28.9% | +8.1% |
| 1Y | -0.4% | -45.1% | +44.6% | +9.0% |
| 3Y | +35.0% | -8.9% | +43.8% | +32.9% |
| 5Y | +31.6% | +5.4% | +26.2% | +24.8% |
| 10Y | +104.6% | +131.1% | -26.4% | +64.6% |
| All | +104.6% | +133.7% | -29.1% | +64.6% |
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