+137.5%
UMC vs AEIS
+219.6%
-82.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.7% |
| 7D | +11.4% | -0.2% | +11.6% | +11.5% |
| 30D | +16.8% | -16.4% | +33.2% | +25.8% |
| 3M | +19.1% | -11.1% | +30.2% | +25.5% |
| 6M | +137.4% | -12.0% | +149.5% | +144.5% |
| YTD | +186.4% | +30.9% | +155.5% | +143.2% |
| 1Y | +229.1% | +74.3% | +154.7% | +140.1% |
| 3Y | +257.9% | +165.2% | +92.7% | +95.4% |
| 5Y | +137.5% | +220.0% | -82.5% | +9.8% |
| All | +137.5% | +219.6% | -82.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling