+207.2%
UMC vs AEM
+40.5%
+166.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +4.9% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | +7.7% | +24.0% | -16.3% | +0.9% |
| 3M | +1.7% | +16.1% | -14.4% | -3.7% |
| 6M | +113.9% | -11.6% | +125.5% | +117.4% |
| YTD | +168.9% | +21.5% | +147.4% | +153.9% |
| 1Y | +207.2% | +39.2% | +168.0% | +176.4% |
| All | +207.2% | +40.5% | +166.7% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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