+144.1%
UMC vs AEE
+38.7%
+105.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -0.8% | +9.8% | +9.0% |
| 30D | +17.2% | -2.9% | +20.2% | +17.2% |
| 3M | +11.4% | -2.4% | +13.8% | +11.1% |
| 6M | +137.5% | -2.7% | +140.2% | +136.5% |
| YTD | +193.1% | +7.3% | +185.8% | +189.1% |
| 1Y | +240.3% | +7.5% | +232.8% | +235.2% |
| 3Y | +262.2% | +46.2% | +216.0% | +242.5% |
| All | +144.1% | +38.7% | +105.5% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling