+66.4%
AEP vs UMC
+134.9%
-68.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.0% |
| 7D | -1.0% | +11.4% | -12.4% | -1.0% |
| 30D | -0.1% | +16.8% | -16.9% | -0.1% |
| 3M | -3.2% | +19.1% | -22.3% | -3.5% |
| 6M | -5.3% | +137.4% | -142.7% | -6.9% |
| YTD | +9.5% | +186.4% | -176.8% | +7.2% |
| 1Y | +17.5% | +229.1% | -211.6% | +14.5% |
| 3Y | +77.0% | +257.9% | -180.9% | +70.2% |
| 5Y | +66.4% | +137.5% | -71.2% | +51.4% |
| All | +66.4% | +134.9% | -68.5% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling