+757.4%
UMAC vs AEE
+69.7%
+687.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.4% | +9.2% |
| 7D | +14.7% | +1.3% | +13.4% | +14.5% |
| 30D | -0.5% | -1.2% | +0.7% | -0.3% |
| 3M | +0.5% | +1.0% | -0.5% | -0.9% |
| 6M | +57.9% | -2.3% | +60.2% | +56.9% |
| YTD | +103.9% | +9.1% | +94.8% | +90.6% |
| 1Y | +159.3% | +10.6% | +148.7% | +140.0% |
| All | +757.4% | +69.7% | +687.7% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling