+59.3%
ACWI vs UMAC
+508.0%
-448.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.5% |
| 7D | 0.0% | +3.3% | -3.3% | -0.1% |
| 30D | -0.6% | -10.4% | +9.8% | -0.5% |
| 3M | +4.3% | +1.8% | +2.5% | +3.8% |
| 6M | +12.7% | +40.7% | -28.1% | +10.6% |
| YTD | +13.9% | +90.9% | -77.0% | +10.8% |
| 1Y | +20.5% | +151.8% | -131.2% | +16.2% |
| All | +59.3% | +508.0% | -448.7% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling