+50.2%
ALLE vs UMAC
+237.0%
-186.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +13.3% | -10.5% | +2.5% |
| 7D | -0.6% | -5.5% | +4.9% | -0.6% |
| 30D | +26.6% | -35.3% | +61.9% | +27.4% |
| 3M | +13.2% | -48.4% | +61.5% | +14.1% |
| 6M | +42.9% | +0.4% | +42.4% | +41.7% |
| YTD | +21.0% | +5.8% | +15.2% | +19.3% |
| 1Y | +15.2% | +27.3% | -12.1% | +13.0% |
| All | +50.2% | +237.0% | -186.8% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling