+263.0%
UMC vs AEIS
+172.0%
+91.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +13.6% | +6.5% | +7.2% | +11.0% |
| 30D | +20.8% | -9.2% | +29.9% | +24.6% |
| 3M | +16.1% | -8.3% | +24.5% | +20.4% |
| 6M | +137.3% | -6.3% | +143.6% | +139.2% |
| YTD | +193.8% | +36.5% | +157.3% | +159.7% |
| 1Y | +236.1% | +84.8% | +151.3% | +164.5% |
| All | +263.0% | +172.0% | +91.0% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling