+31.5%
ECL vs UMAC
+549.5%
-518.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.8% | -0.5% |
| 7D | -0.8% | +14.7% | -15.5% | -0.8% |
| 30D | -2.5% | -0.5% | -2.0% | -2.5% |
| 3M | +8.3% | +0.5% | +7.8% | +8.3% |
| 6M | -1.1% | +57.9% | -59.0% | -1.8% |
| YTD | +6.5% | +103.9% | -97.4% | +5.3% |
| 1Y | +2.1% | +159.3% | -157.2% | +0.5% |
| All | +31.5% | +549.5% | -518.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling