+8.6%
AEIS vs UMAC
+2.9%
+5.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -10.9% | -0.3% | -9.5% |
| 7D | -12.7% | -26.0% | +13.4% | -8.7% |
| 30D | -28.8% | -40.3% | +11.5% | -23.5% |
| 3M | -38.0% | -51.1% | +13.1% | -32.5% |
| 6M | -45.3% | -5.6% | -39.7% | -45.8% |
| YTD | +1.1% | +2.3% | -1.1% | -5.7% |
| 1Y | +8.6% | +7.9% | +0.8% | -0.3% |
| All | +8.6% | +2.9% | +5.7% | -0.3% |
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