+24.3%
UPS vs ACI
+25.9%
-1.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | -3.5% | +5.9% | -9.4% | -4.2% |
| 3M | -5.7% | -19.8% | +14.1% | -3.6% |
| 6M | -4.4% | -24.7% | +20.4% | -1.6% |
| YTD | +8.0% | -24.4% | +32.4% | +11.0% |
| 1Y | +29.0% | -31.5% | +60.5% | +34.0% |
| 3Y | -27.7% | -38.7% | +11.0% | -24.2% |
| 5Y | -34.3% | -42.8% | +8.5% | -31.5% |
| All | +24.3% | +25.9% | -1.6% | +16.5% |
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