-23.5%
EL vs UMAC
+494.0%
-517.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +3.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +19.8% | -7.7% | +27.5% | +19.8% |
| 3M | +25.7% | -26.4% | +52.1% | +26.0% |
| 6M | +5.4% | +61.9% | -56.4% | +2.5% |
| YTD | +0.2% | +86.5% | -86.3% | -3.3% |
| 1Y | +20.4% | +156.3% | -135.9% | +15.0% |
| All | -23.5% | +494.0% | -517.5% | -29.1% |
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 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