+260.9%
UMC vs AEM
+4,394.4%
-4,133.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.2% |
| 7D | +6.6% | +4.3% | +2.3% | +5.9% |
| 30D | +16.6% | +13.1% | +3.4% | +14.4% |
| 3M | +11.0% | +24.8% | -13.8% | +7.3% |
| 6M | +131.3% | -8.2% | +139.5% | +132.4% |
| YTD | +182.5% | +19.8% | +162.7% | +173.7% |
| 1Y | +222.3% | +32.1% | +190.2% | +207.6% |
| 3Y | +253.0% | +348.2% | -95.2% | +184.8% |
| 5Y | +141.8% | +297.5% | -155.6% | +95.3% |
| 10Y | +1,772.2% | +343.3% | +1,428.9% | +1,329.1% |
| All | +260.9% | +4,394.4% | -4,133.5% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling