+1,059.0%
UMC vs ACI
+25.9%
+1,033.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +7.7% | +5.9% | +1.8% | +7.8% |
| 3M | +1.7% | -19.8% | +21.4% | +1.4% |
| 6M | +113.9% | -24.7% | +138.7% | +113.3% |
| YTD | +168.9% | -24.4% | +193.3% | +168.2% |
| 1Y | +207.2% | -31.5% | +238.7% | +207.6% |
| 3Y | +227.7% | -38.7% | +266.4% | +229.2% |
| 5Y | +118.0% | -42.8% | +160.9% | +117.8% |
| All | +1,059.0% | +25.9% | +1,033.1% | +1,176.5% |
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