+22.6%
ALLE vs UMAC
+549.5%
-526.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.0% | -0.8% |
| 7D | +2.8% | +14.7% | -11.9% | +2.5% |
| 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% | +2.9% |
| YTD | -1.2% | +103.9% | -105.1% | -3.5% |
| 1Y | -9.1% | +159.3% | -168.4% | -12.0% |
| All | +22.6% | +549.5% | -526.9% | +12.3% |
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