+0.3%
EIX vs UMAC
+508.0%
-507.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -3.1% |
| 7D | +4.1% | +3.3% | +0.8% | +4.0% |
| 30D | -15.3% | -10.4% | -4.9% | -15.3% |
| 3M | -18.4% | +1.8% | -20.2% | -18.7% |
| 6M | -16.8% | +40.7% | -57.6% | -18.1% |
| YTD | -0.6% | +90.9% | -91.4% | -2.9% |
| 1Y | +10.7% | +151.8% | -141.1% | +6.9% |
| All | +0.3% | +508.0% | -507.7% | -7.6% |
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 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