+87.4%
AEIS vs UMAC
+164.0%
-76.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.8% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | -14.6% | -7.7% | -7.0% | -14.6% |
| 3M | -12.4% | -26.4% | +14.0% | -12.1% |
| 6M | -15.0% | +61.9% | -76.8% | -23.5% |
| YTD | +34.3% | +86.5% | -52.2% | +16.2% |
| 1Y | +87.4% | +156.3% | -68.9% | +54.0% |
| All | +87.4% | +164.0% | -76.6% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling