+215.9%
EME vs UMAC
+473.8%
-257.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.5% |
| 7D | +3.5% | -3.4% | +6.9% | +3.7% |
| 30D | -6.3% | -15.1% | +8.8% | -5.8% |
| 3M | -3.8% | -10.8% | +7.0% | -4.1% |
| 6M | +8.5% | +15.7% | -7.2% | +5.3% |
| YTD | +27.8% | +80.1% | -52.3% | +21.0% |
| 1Y | +22.2% | +116.7% | -94.5% | +14.4% |
| All | +215.9% | +473.8% | -257.8% | +186.7% |
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