+1,134.3%
UMC vs ACI
+17.4%
+1,116.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | +11.4% | -7.1% | +18.4% | +11.2% |
| 30D | +16.8% | -4.5% | +21.3% | +16.7% |
| 3M | +19.1% | -22.3% | +41.4% | +18.6% |
| 6M | +137.4% | -28.4% | +165.9% | +136.4% |
| YTD | +186.4% | -29.5% | +215.9% | +185.3% |
| 1Y | +229.1% | -34.2% | +263.3% | +228.6% |
| 3Y | +257.9% | -45.7% | +303.6% | +260.1% |
| 5Y | +137.5% | -40.8% | +178.3% | +139.3% |
| All | +1,134.3% | +17.4% | +1,116.9% | +1,257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling