+35.0%
UL vs ACM
-7.9%
+42.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.5% |
| 7D | +0.3% | +6.9% | -6.6% | -0.3% |
| 30D | +7.0% | +19.1% | -12.1% | +5.5% |
| 3M | +5.8% | -6.9% | +12.7% | +5.9% |
| 6M | +16.1% | -12.0% | +28.2% | +16.4% |
| YTD | +4.5% | -25.1% | +29.6% | +5.4% |
| 1Y | -1.3% | -45.4% | +44.1% | +2.3% |
| 3Y | +35.0% | -6.9% | +41.9% | +27.3% |
| All | +35.0% | -7.9% | +42.8% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling