+365.2%
AEM vs UMAC
+549.5%
-184.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.8% | -1.7% |
| 7D | +4.3% | +14.7% | -10.4% | +3.8% |
| 30D | +13.1% | -0.5% | +13.6% | +12.9% |
| 3M | +24.8% | +0.5% | +24.3% | +23.9% |
| 6M | -8.2% | +57.9% | -66.2% | -10.4% |
| YTD | +19.8% | +103.9% | -84.1% | +16.3% |
| 1Y | +32.1% | +159.3% | -127.2% | +27.5% |
| All | +365.2% | +549.5% | -184.3% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling