+138.5%
UMC vs AEM
+298.9%
-160.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.9% |
| 7D | +11.4% | -5.0% | +16.4% | +12.5% |
| 30D | +16.8% | +8.5% | +8.3% | +14.5% |
| 3M | +19.1% | +29.3% | -10.2% | +12.0% |
| 6M | +137.4% | -12.9% | +150.4% | +140.8% |
| YTD | +186.4% | +16.8% | +169.6% | +174.8% |
| 1Y | +229.1% | +29.8% | +199.2% | +208.6% |
| 3Y | +257.9% | +336.7% | -78.8% | +162.8% |
| All | +138.5% | +298.9% | -160.3% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling