-28.9%
EL vs UMAC
+488.3%
-517.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.2% |
| 7D | -4.4% | -4.0% | -0.4% | -4.3% |
| 30D | +10.3% | -9.4% | +19.7% | +10.3% |
| 3M | +13.4% | +3.0% | +10.4% | +12.7% |
| 6M | +3.1% | +27.2% | -24.1% | +0.9% |
| YTD | -6.9% | +84.7% | -91.6% | -10.1% |
| 1Y | +11.9% | +136.5% | -124.6% | +7.0% |
| All | -28.9% | +488.3% | -517.2% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling