-9.1%
ALLE vs UMAC
+168.1%
-177.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -0.8% |
| 7D | +2.8% | +14.7% | -11.9% | +2.6% |
| 30D | -7.6% | -0.5% | -7.1% | -7.7% |
| 3M | +22.8% | +0.5% | +22.3% | +22.4% |
| 6M | +4.6% | +57.9% | -53.3% | +3.7% |
| YTD | -1.2% | +103.9% | -105.1% | -3.0% |
| 1Y | -9.1% | +159.3% | -168.4% | -13.0% |
| All | -9.1% | +168.1% | -177.2% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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