+657.4%
UMAC vs AEE
+66.8%
+590.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | -15.1% | -2.9% | -12.2% | -14.6% |
| 3M | -10.8% | -2.4% | -8.4% | -11.2% |
| 6M | +15.7% | -2.7% | +18.4% | +14.6% |
| YTD | +80.1% | +7.3% | +72.9% | +68.9% |
| 1Y | +116.7% | +7.5% | +109.2% | +102.5% |
| All | +657.4% | +66.8% | +590.6% | +304.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling