+13.5%
EL vs UMAC
+129.0%
-115.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +0.8% |
| 7D | -6.5% | -3.4% | -3.1% | -6.4% |
| 30D | +11.1% | -15.1% | +26.2% | +11.4% |
| 3M | +10.7% | -10.8% | +21.5% | +10.3% |
| 6M | +6.9% | +15.7% | -8.8% | +2.8% |
| YTD | -6.3% | +80.1% | -86.4% | -14.6% |
| 1Y | +13.5% | +116.7% | -103.2% | +2.5% |
| All | +13.5% | +129.0% | -115.6% | +2.5% |
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 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