+304.9%
AEM vs ULTA
+44.7%
+260.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | -2.1% | -3.1% | +0.9% | -1.9% |
| 30D | +8.4% | +2.8% | +5.6% | +8.2% |
| 3M | +27.3% | +14.8% | +12.5% | +26.0% |
| 6M | -9.7% | -16.2% | +6.6% | -8.7% |
| YTD | +19.0% | -9.6% | +28.6% | +19.7% |
| 1Y | +31.5% | +4.8% | +26.7% | +31.2% |
| 3Y | +338.7% | +30.7% | +308.0% | +328.0% |
| All | +304.9% | +44.7% | +260.2% | +299.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling