-27.2%
EL vs UMAC
+508.0%
-535.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.4% | +3.5% | -2.7% |
| 7D | -2.4% | +3.3% | -5.6% | -2.4% |
| 30D | +13.7% | -10.4% | +24.1% | +13.7% |
| 3M | +14.5% | +1.8% | +12.7% | +13.9% |
| 6M | +7.4% | +40.7% | -33.3% | +4.8% |
| YTD | -4.7% | +90.9% | -95.6% | -8.1% |
| 1Y | +12.9% | +151.8% | -138.8% | +7.8% |
| All | -27.2% | +508.0% | -535.2% | -32.6% |
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