+36.6%
UPS vs ACI
+32.1%
+4.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.4% |
| 7D | -1.6% | -5.3% | +3.7% | -1.0% |
| 30D | +17.9% | +5.0% | +12.9% | +17.2% |
| 3M | +9.4% | +7.5% | +1.9% | +8.3% |
| 6M | +16.2% | -16.0% | +32.2% | +18.0% |
| YTD | +18.8% | -20.6% | +39.4% | +21.2% |
| 1Y | +26.1% | -23.5% | +49.6% | +29.3% |
| 3Y | -4.5% | -32.1% | +27.7% | -1.1% |
| 5Y | -33.2% | -42.5% | +9.3% | -30.4% |
| All | +36.6% | +32.1% | +4.5% | +27.2% |
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