+182.8%
AEIS vs UMAC
+473.8%
-291.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.1% |
| 7D | +2.3% | -3.4% | +5.7% | +2.5% |
| 30D | -14.8% | -15.1% | +0.3% | -14.2% |
| 3M | -15.6% | -10.8% | -4.8% | -15.7% |
| 6M | -8.7% | +15.7% | -24.4% | -11.6% |
| YTD | +37.3% | +80.1% | -42.8% | +29.1% |
| 1Y | +80.3% | +116.7% | -36.4% | +66.7% |
| All | +182.8% | +473.8% | -291.0% | +141.6% |
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 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