+260.9%
UMC vs AEIS
+588.8%
-327.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.0% |
| 7D | +6.6% | +8.1% | -1.5% | +3.6% |
| 30D | +16.6% | -11.1% | +27.7% | +21.1% |
| 3M | +11.0% | -5.6% | +16.7% | +13.4% |
| 6M | +131.3% | -0.6% | +131.9% | +127.4% |
| YTD | +182.5% | +38.0% | +144.5% | +143.2% |
| 1Y | +222.3% | +87.2% | +135.0% | +145.0% |
| 3Y | +253.0% | +179.7% | +73.3% | +121.3% |
| 5Y | +141.8% | +241.7% | -99.9% | +39.8% |
| 10Y | +1,772.2% | +547.2% | +1,225.0% | +640.9% |
| All | +260.9% | +588.8% | -327.8% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling