+145.3%
UMC vs ACI
-43.7%
+189.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.0% |
| 7D | +13.6% | -5.0% | +18.7% | +13.6% |
| 30D | +20.8% | -2.3% | +23.1% | +20.7% |
| 3M | +16.1% | -23.2% | +39.3% | +16.3% |
| 6M | +137.3% | -29.5% | +166.8% | +138.3% |
| YTD | +193.8% | -28.6% | +222.4% | +194.7% |
| 1Y | +236.1% | -34.0% | +270.1% | +239.5% |
| 3Y | +267.1% | -45.0% | +312.1% | +278.3% |
| 5Y | +145.3% | -44.0% | +189.3% | +149.2% |
| All | +145.3% | -43.7% | +189.0% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling