+262.2%
UMC vs AEE
+46.3%
+215.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.3% |
| 7D | +9.0% | -0.8% | +9.8% | +8.9% |
| 30D | +17.2% | -2.9% | +20.2% | +16.7% |
| 3M | +11.4% | -2.4% | +13.8% | +10.6% |
| 6M | +137.5% | -2.7% | +140.2% | +135.8% |
| YTD | +193.1% | +7.3% | +185.8% | +191.3% |
| 1Y | +240.3% | +7.5% | +232.8% | +237.9% |
| 3Y | +262.2% | +46.2% | +216.0% | +260.2% |
| All | +262.2% | +46.3% | +215.9% | +260.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling