+779.4%
UMC vs ACI
+33.9%
+745.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | +17.8% | -0.5% | +18.2% | +17.8% |
| 30D | -29.6% | +4.9% | -34.5% | -29.5% |
| 3M | -18.4% | +11.1% | -29.5% | -18.1% |
| 6M | -0.1% | -14.9% | +14.8% | -0.2% |
| YTD | +104.0% | -19.6% | +123.6% | +104.0% |
| 1Y | +121.5% | -22.7% | +144.2% | +121.7% |
| 3Y | +135.0% | -31.2% | +166.3% | +135.9% |
| 5Y | +83.0% | -42.3% | +125.4% | +82.0% |
| All | +779.4% | +33.9% | +745.6% | +870.9% |
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