+355.1%
AEM vs ULTA
+132.3%
+222.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | -2.1% | -3.1% | +0.9% | -2.0% |
| 30D | +8.4% | +2.8% | +5.6% | +8.3% |
| 3M | +27.3% | +14.8% | +12.5% | +26.4% |
| 6M | -9.7% | -16.2% | +6.6% | -9.0% |
| YTD | +19.0% | -9.6% | +28.6% | +19.4% |
| 1Y | +31.5% | +4.8% | +26.7% | +31.2% |
| 3Y | +338.7% | +30.7% | +308.0% | +331.5% |
| 5Y | +307.4% | +45.9% | +261.5% | +298.4% |
| All | +355.1% | +132.3% | +222.8% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling