+96.2%
AGG vs UMC
+808.1%
-711.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.1% |
| 7D | -1.1% | +9.0% | -10.1% | -1.0% |
| 30D | -1.1% | +17.2% | -18.4% | -1.1% |
| 3M | -1.9% | +11.4% | -13.3% | -1.9% |
| 6M | -1.7% | +137.5% | -139.2% | -1.5% |
| YTD | -1.3% | +193.1% | -194.4% | -1.0% |
| 1Y | -0.7% | +240.3% | -241.0% | -0.4% |
| 3Y | +12.5% | +262.2% | -249.7% | +12.9% |
| 5Y | -2.5% | +143.1% | -145.6% | -2.3% |
| 10Y | +14.2% | +1,853.0% | -1,838.8% | +16.4% |
| All | +96.2% | +808.1% | -711.9% | +100.7% |
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