+240.3%
UMC vs AEIS
+81.9%
+158.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +24.3% |
| 3M | +11.4% | -15.6% | +27.0% | +18.2% |
| 6M | +137.5% | -8.7% | +146.2% | +142.2% |
| YTD | +193.1% | +37.3% | +155.8% | +174.2% |
| 1Y | +240.3% | +80.3% | +160.0% | +199.8% |
| All | +240.3% | +81.9% | +158.4% | +199.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling