+207.2%
UMC vs ACI
-32.3%
+239.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.5% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +7.7% | +5.9% | +1.8% | +9.1% |
| 3M | +1.7% | -19.8% | +21.4% | -3.8% |
| 6M | +113.9% | -24.7% | +138.7% | +99.6% |
| YTD | +168.9% | -24.4% | +193.3% | +155.8% |
| 1Y | +207.2% | -31.5% | +238.7% | +191.5% |
| All | +207.2% | -32.3% | +239.5% | +191.5% |
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