+1,842.6%
UMC vs AEIS
+562.2%
+1,280.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +0.5% |
| 7D | +9.0% | +2.3% | +6.7% | +8.1% |
| 30D | +17.2% | -14.8% | +32.1% | +23.9% |
| 3M | +11.4% | -15.6% | +27.0% | +18.4% |
| 6M | +137.5% | -8.7% | +146.2% | +141.1% |
| YTD | +193.1% | +37.3% | +155.8% | +153.7% |
| 1Y | +240.3% | +80.3% | +160.0% | +163.4% |
| 3Y | +262.2% | +177.9% | +84.3% | +128.0% |
| 5Y | +143.1% | +235.8% | -92.7% | +41.4% |
| All | +1,842.6% | +562.2% | +1,280.4% | +796.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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