+31.5%
AEM vs UMAC
+129.0%
-97.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.3% | +2.1% |
| 7D | -2.1% | -3.4% | +1.3% | -1.9% |
| 30D | +8.4% | -15.1% | +23.5% | +9.3% |
| 3M | +27.3% | -10.8% | +38.1% | +26.1% |
| 6M | -9.7% | +15.7% | -25.3% | -14.5% |
| YTD | +19.0% | +80.1% | -61.2% | +6.0% |
| 1Y | +31.5% | +116.7% | -85.2% | +7.6% |
| All | +31.5% | +129.0% | -97.6% | +7.6% |
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 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