+44.3%
ECL vs UMAC
+195.7%
-151.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.1% |
| 7D | -0.5% | +10.1% | -10.6% | -0.5% |
| 30D | +6.6% | -39.1% | +45.7% | +6.8% |
| 3M | +9.6% | -56.2% | +65.9% | +10.0% |
| 6M | +21.6% | -16.2% | +37.8% | +21.1% |
| YTD | +16.9% | -7.1% | +24.0% | +16.0% |
| 1Y | +17.9% | +10.3% | +7.6% | +16.7% |
| All | +44.3% | +195.7% | -151.5% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling