+135.9%
UMC vs AA
+17.9%
+118.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.5% | +4.3% |
| 7D | +6.6% | +1.7% | +4.9% | +6.2% |
| 30D | +16.6% | +3.3% | +13.2% | +15.5% |
| 3M | +11.0% | -29.4% | +40.4% | +18.8% |
| 6M | +131.3% | -12.8% | +144.1% | +134.8% |
| YTD | +182.5% | -2.1% | +184.6% | +177.7% |
| 1Y | +222.3% | +62.8% | +159.5% | +179.8% |
| 3Y | +253.0% | +90.5% | +162.6% | +178.2% |
| All | +135.9% | +17.9% | +118.0% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling