+47.7%
XLE vs UMAC
+8.8%
+38.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.0% |
| 7D | +5.4% | -5.2% | +10.6% | +5.4% |
| 30D | -3.9% | -36.4% | +32.4% | -3.9% |
| 3M | +7.0% | -58.6% | +65.6% | +7.1% |
| 6M | +14.2% | -24.6% | +38.9% | +13.1% |
| YTD | +48.2% | -11.5% | +59.6% | +42.9% |
| 1Y | +47.7% | +16.9% | +30.8% | +40.6% |
| All | +47.7% | +8.8% | +38.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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