+353.3%
AEM vs UMAC
+488.3%
-135.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.8% |
| 7D | -5.0% | -4.0% | -1.0% | -4.9% |
| 30D | +8.5% | -9.4% | +17.9% | +8.6% |
| 3M | +29.3% | +3.0% | +26.3% | +28.4% |
| 6M | -12.9% | +27.2% | -40.1% | -14.5% |
| YTD | +16.8% | +84.7% | -67.9% | +13.7% |
| 1Y | +29.8% | +136.5% | -106.6% | +25.8% |
| All | +353.3% | +488.3% | -135.0% | +335.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling