+408.0%
AEM vs ULTA
+1,560.4%
-1,152.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.1% |
| 30D | +12.5% | -1.2% | +13.7% | +12.5% |
| 3M | +26.9% | +13.4% | +13.6% | +25.9% |
| 6M | -9.4% | -15.6% | +6.2% | -8.6% |
| YTD | +20.3% | -10.4% | +30.7% | +20.9% |
| 1Y | +33.8% | +5.5% | +28.3% | +33.1% |
| 3Y | +349.8% | +31.0% | +318.8% | +338.1% |
| 5Y | +301.0% | +41.8% | +259.2% | +286.4% |
| 10Y | +376.1% | +127.0% | +249.1% | +329.0% |
| All | +408.0% | +1,560.4% | -1,152.4% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling