+568.0%
AEIS vs UTHR
+8,658.1%
-8,090.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +11.5% | +5.2% | +6.3% | +10.3% |
| 30D | -15.8% | +9.5% | -25.2% | -17.5% |
| 3M | -33.3% | +17.9% | -51.2% | -36.2% |
| 6M | -35.2% | +2.0% | -37.2% | -35.9% |
| YTD | +5.0% | +21.3% | -16.3% | -1.1% |
| 1Y | +8.5% | +27.9% | -19.4% | +0.8% |
| 3Y | +152.9% | +162.3% | -9.5% | +89.9% |
| 5Y | +144.6% | +190.7% | -46.1% | +75.6% |
| 10Y | +337.1% | +365.5% | -28.4% | +167.0% |
| All | +568.0% | +8,658.1% | -8,090.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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