+1.3%
AGG vs UMC
+209.4%
-208.1%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | 0.0% |
| 7D | -0.2% | +5.0% | -5.1% | -0.2% |
| 30D | -0.4% | +7.7% | -8.1% | -0.4% |
| 3M | -0.7% | +1.7% | -2.3% | -0.7% |
| 6M | -1.5% | +113.9% | -115.4% | -1.7% |
| YTD | -0.3% | +168.9% | -169.1% | -0.1% |
| 1Y | +1.3% | +207.2% | -205.9% | +2.0% |
| All | +1.3% | +209.4% | -208.1% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling