+676.6%
UMAC vs AEE
+66.9%
+609.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | -9.4% | -2.0% | -7.4% | -9.1% |
| 3M | +3.0% | -2.8% | +5.8% | +2.6% |
| 6M | +27.2% | -3.6% | +30.8% | +26.5% |
| YTD | +84.7% | +7.3% | +77.4% | +73.2% |
| 1Y | +136.5% | +8.7% | +127.8% | +119.6% |
| All | +676.6% | +66.9% | +609.7% | +314.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling