+754.2%
AEIS vs UTHR
+7,123.9%
-6,369.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +3.0% | -5.4% | +8.4% | +4.3% |
| 30D | -14.6% | -6.0% | -8.6% | -13.5% |
| 3M | -12.4% | -11.0% | -1.5% | -10.3% |
| 6M | -15.0% | -0.5% | -14.4% | -15.4% |
| YTD | +34.3% | +0.1% | +34.2% | +32.9% |
| 1Y | +87.4% | +28.2% | +59.2% | +74.3% |
| 3Y | +139.8% | +113.8% | +26.0% | +89.5% |
| 5Y | +220.7% | +131.3% | +89.4% | +143.9% |
| 10Y | +531.6% | +296.7% | +234.9% | +301.4% |
| All | +754.2% | +7,123.9% | -6,369.7% | +137.6% |
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