+205.3%
EME vs UMAC
+508.0%
-302.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +3.9% | -2.1% |
| 7D | +2.7% | +3.3% | -0.5% | +2.5% |
| 30D | -6.8% | -10.4% | +3.6% | -6.6% |
| 3M | -8.8% | +1.8% | -10.6% | -9.7% |
| 6M | +5.0% | +40.7% | -35.8% | +0.9% |
| YTD | +23.5% | +90.9% | -67.4% | +16.5% |
| 1Y | +21.3% | +151.8% | -130.5% | +12.8% |
| All | +205.3% | +508.0% | -302.7% | +176.2% |
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