+1,842.6%
UMC vs AEE
+191.1%
+1,651.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -0.8% | +9.8% | +9.1% |
| 30D | +17.2% | -2.9% | +20.2% | +17.6% |
| 3M | +11.4% | -2.4% | +13.8% | +11.4% |
| 6M | +137.5% | -2.7% | +140.2% | +137.1% |
| YTD | +193.1% | +7.3% | +185.8% | +188.6% |
| 1Y | +240.3% | +7.5% | +232.8% | +234.6% |
| 3Y | +262.2% | +46.2% | +216.0% | +237.9% |
| 5Y | +143.1% | +39.7% | +103.4% | +127.8% |
| All | +1,842.6% | +191.1% | +1,651.4% | +1,570.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling