+169.5%
AEIS vs UMAC
+488.3%
-318.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.9% |
| 7D | -0.2% | -4.0% | +3.8% | 0.0% |
| 30D | -16.4% | -9.4% | -7.0% | -16.2% |
| 3M | -11.1% | +3.0% | -14.1% | -12.0% |
| 6M | -12.0% | +27.2% | -39.2% | -15.3% |
| YTD | +30.9% | +84.7% | -53.8% | +22.8% |
| 1Y | +74.3% | +136.5% | -62.1% | +60.5% |
| All | +169.5% | +488.3% | -318.8% | +129.9% |
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 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