+46.6%
ECL vs UMAC
+182.0%
-135.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +1.6% |
| 7D | +2.9% | -5.2% | +8.1% | +2.9% |
| 30D | +7.5% | -36.4% | +43.9% | +7.7% |
| 3M | +12.2% | -58.6% | +70.8% | +12.7% |
| 6M | +24.6% | -24.6% | +49.2% | +24.1% |
| YTD | +18.8% | -11.5% | +30.2% | +17.9% |
| 1Y | +19.3% | +16.9% | +2.4% | +18.0% |
| All | +46.6% | +182.0% | -135.4% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling