+34.8%
UPS vs ACI
+31.1%
+3.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.3% |
| 7D | +1.1% | -5.9% | +7.0% | +1.9% |
| 30D | +17.3% | +7.2% | +10.1% | +16.3% |
| 3M | +7.9% | +8.8% | -1.0% | +6.7% |
| 6M | +13.7% | -17.2% | +30.9% | +15.7% |
| YTD | +17.2% | -21.3% | +38.4% | +19.7% |
| 1Y | +23.2% | -23.7% | +47.0% | +26.4% |
| 3Y | -5.9% | -32.8% | +27.0% | -2.5% |
| 5Y | -33.1% | -41.4% | +8.3% | -30.4% |
| All | +34.8% | +31.1% | +3.7% | +25.7% |
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