-11.6%
AAL vs UMAC
+494.0%
-505.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.3% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | -20.8% | -7.7% | -13.2% | -20.8% |
| 3M | -1.3% | -26.4% | +25.2% | -0.9% |
| 6M | +5.4% | +61.9% | -56.5% | +1.5% |
| YTD | -14.4% | +86.5% | -100.9% | -18.5% |
| 1Y | +2.1% | +156.3% | -154.2% | -4.6% |
| All | -11.6% | +494.0% | -505.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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