+2.0%
ECL vs UMAC
+138.6%
-136.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | -2.6% | -4.0% | +1.4% | -2.7% |
| 30D | -4.6% | -9.4% | +4.8% | -4.6% |
| 3M | +6.0% | +3.0% | +3.0% | +6.3% |
| 6M | -3.0% | +27.2% | -30.1% | -2.8% |
| YTD | +4.0% | +84.7% | -80.7% | +4.1% |
| 1Y | +2.0% | +136.5% | -134.5% | +2.0% |
| All | +2.0% | +138.6% | -136.6% | +2.0% |
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