+60.3%
ACWI vs UMAC
+549.5%
-489.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.8% | -0.7% |
| 7D | +1.1% | +14.7% | -13.6% | +0.7% |
| 30D | -0.2% | -0.5% | +0.3% | -0.3% |
| 3M | +4.7% | +0.5% | +4.2% | +4.2% |
| 6M | +14.5% | +57.9% | -43.5% | +12.0% |
| YTD | +14.6% | +103.9% | -89.3% | +11.3% |
| 1Y | +21.4% | +159.3% | -137.8% | +17.0% |
| All | +60.3% | +549.5% | -489.2% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling