+160.7%
UMC vs AA
-12.0%
+172.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | +17.8% | +5.3% | +12.5% | +15.7% |
| 30D | -29.6% | -2.3% | -27.4% | -28.8% |
| 3M | -18.4% | -20.8% | +2.4% | -11.5% |
| 6M | -0.1% | -39.8% | +39.7% | +17.9% |
| YTD | +104.0% | -23.3% | +127.3% | +115.8% |
| 1Y | +121.5% | +1.8% | +119.7% | +110.4% |
| 3Y | +135.0% | +69.5% | +65.5% | +67.5% |
| 5Y | +83.0% | -18.0% | +101.0% | +53.0% |
| 10Y | +1,312.7% | +45.7% | +1,267.0% | +568.4% |
| All | +160.7% | -12.0% | +172.7% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling