+229.1%
UMC vs ACI
-34.6%
+263.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.8% |
| 7D | +11.4% | -7.1% | +18.4% | +9.5% |
| 30D | +16.8% | -4.5% | +21.3% | +15.6% |
| 3M | +19.1% | -22.3% | +41.4% | +12.3% |
| 6M | +137.4% | -28.4% | +165.9% | +118.8% |
| YTD | +186.4% | -29.5% | +215.9% | +167.7% |
| 1Y | +229.1% | -34.2% | +263.3% | +204.6% |
| All | +229.1% | -34.6% | +263.7% | +204.6% |
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 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