+759.3%
UMC vs ACI
+32.8%
+726.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +11.2% | +2.3% | +8.9% | +11.2% |
| 30D | -28.0% | +1.2% | -29.3% | -28.0% |
| 3M | -20.5% | +6.8% | -27.3% | -20.4% |
| 6M | -1.6% | -18.7% | +17.2% | -1.6% |
| YTD | +99.4% | -20.2% | +119.6% | +99.3% |
| 1Y | +120.4% | -23.7% | +144.1% | +120.6% |
| 3Y | +134.2% | -31.6% | +165.9% | +135.1% |
| 5Y | +78.8% | -42.8% | +121.6% | +77.8% |
| All | +759.3% | +32.8% | +726.5% | +848.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling