+156.3%
UMAC vs AEE
+8.8%
+147.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.0% |
| 7D | -0.9% | +0.3% | -1.2% | -0.7% |
| 30D | -7.7% | -2.3% | -5.4% | -8.8% |
| 3M | -26.4% | +0.2% | -26.7% | -26.4% |
| 6M | +61.9% | -4.7% | +66.6% | +58.0% |
| YTD | +86.5% | +8.1% | +78.4% | +82.5% |
| 1Y | +156.3% | +8.5% | +147.8% | +160.2% |
| All | +156.3% | +8.8% | +147.5% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling