+1,272.7%
UMC vs AA
+42.1%
+1,230.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | +11.2% | +0.5% | +10.7% | +11.1% |
| 30D | -28.0% | -0.6% | -27.4% | -27.8% |
| 3M | -20.5% | -19.7% | -0.9% | -16.9% |
| 6M | -1.6% | -41.6% | +40.0% | +9.0% |
| YTD | +99.4% | -24.6% | +124.0% | +107.4% |
| 1Y | +120.4% | +4.9% | +115.5% | +113.9% |
| 3Y | +134.2% | +66.8% | +67.4% | +97.1% |
| 5Y | +78.8% | -19.4% | +98.3% | +66.8% |
| All | +1,272.7% | +42.1% | +1,230.6% | +939.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling