+170.5%
AEP vs UMC
+1,863.6%
-1,693.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | -0.9% | +9.0% | -9.9% | -1.1% |
| 30D | -1.1% | +17.2% | -18.3% | -1.4% |
| 3M | -3.3% | +11.4% | -14.7% | -3.7% |
| 6M | -4.6% | +137.5% | -142.1% | -7.2% |
| YTD | +9.4% | +193.1% | -183.7% | +5.6% |
| 1Y | +16.9% | +240.3% | -223.4% | +12.3% |
| 3Y | +76.6% | +262.2% | -185.6% | +68.2% |
| 5Y | +66.2% | +143.1% | -76.9% | +58.9% |
| All | +170.5% | +1,863.6% | -1,693.1% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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