+923.4%
AEP vs UMC
+292.9%
+630.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.0% |
| 7D | +0.9% | +13.6% | -12.7% | -0.3% |
| 30D | +1.5% | +20.8% | -19.3% | -0.3% |
| 3M | -1.7% | +16.1% | -17.8% | -3.9% |
| 6M | -4.0% | +137.3% | -141.3% | -13.0% |
| YTD | +10.6% | +193.8% | -183.2% | -2.3% |
| 1Y | +18.6% | +236.1% | -217.5% | +3.2% |
| 3Y | +78.7% | +267.1% | -188.4% | +52.3% |
| 5Y | +65.1% | +145.3% | -80.2% | +44.4% |
| 10Y | +177.7% | +1,857.3% | -1,679.6% | +82.6% |
| All | +923.4% | +292.9% | +630.5% | +500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling