+115.0%
UMC vs ACI
-18.4%
+133.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -1.2% |
| 7D | -14.7% | +4.5% | -19.2% | -13.6% |
| 30D | -32.9% | +20.9% | -53.7% | -29.4% |
| 3M | -22.2% | +15.2% | -37.4% | -19.0% |
| 6M | +25.9% | -13.3% | +39.2% | +20.9% |
| YTD | +107.9% | -16.2% | +124.1% | +107.2% |
| 1Y | +115.0% | -16.9% | +131.9% | +114.4% |
| All | +115.0% | -18.4% | +133.5% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling