+275.3%
UMC vs AEE
+673.1%
-397.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +13.6% | +1.1% | +12.6% | +13.1% |
| 30D | +20.8% | 0.0% | +20.8% | +20.7% |
| 3M | +16.1% | -0.9% | +17.1% | +15.6% |
| 6M | +137.3% | -2.4% | +139.7% | +136.4% |
| YTD | +193.8% | +8.6% | +185.1% | +177.7% |
| 1Y | +236.1% | +10.2% | +225.9% | +214.7% |
| 3Y | +267.1% | +47.8% | +219.3% | +189.0% |
| 5Y | +145.3% | +40.1% | +105.2% | +93.6% |
| 10Y | +1,857.3% | +195.0% | +1,662.3% | +762.5% |
| All | +275.3% | +673.1% | -397.8% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling