+261.2%
UL vs ACM
+250.7%
+10.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -0.2% |
| 7D | +0.3% | +6.9% | -6.6% | -1.2% |
| 30D | +7.0% | +19.1% | -12.1% | +3.1% |
| 3M | +5.8% | -6.9% | +12.7% | +7.0% |
| 6M | +16.1% | -12.0% | +28.2% | +18.4% |
| YTD | +4.5% | -25.1% | +29.6% | +9.6% |
| 1Y | -1.3% | -45.4% | +44.1% | +10.6% |
| 3Y | +35.0% | -6.9% | +41.9% | +32.6% |
| 5Y | +31.9% | +3.7% | +28.2% | +25.1% |
| 10Y | +99.3% | +135.8% | -36.5% | +47.1% |
| All | +261.2% | +250.7% | +10.5% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling