+69.7%
XLE vs UMAC
+508.0%
-438.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +0.9% |
| 7D | +0.3% | +3.3% | -2.9% | +0.3% |
| 30D | +8.5% | -10.4% | +18.9% | +8.6% |
| 3M | +14.6% | +1.8% | +12.9% | +14.3% |
| 6M | +17.6% | +40.7% | -23.2% | +16.0% |
| YTD | +48.1% | +90.9% | -42.8% | +45.1% |
| 1Y | +53.8% | +151.8% | -98.0% | +49.6% |
| All | +69.7% | +508.0% | -438.3% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling