+76.6%
AEP vs ULTA
+31.2%
+45.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | -0.9% | -3.1% | +2.1% | -0.9% |
| 30D | -1.1% | +2.8% | -3.9% | -1.1% |
| 3M | -3.3% | +14.8% | -18.0% | -3.6% |
| 6M | -4.6% | -16.2% | +11.6% | -4.5% |
| YTD | +9.4% | -9.6% | +19.0% | +9.4% |
| 1Y | +16.9% | +4.8% | +12.2% | +16.3% |
| 3Y | +76.6% | +30.7% | +45.9% | +67.5% |
| All | +76.6% | +31.2% | +45.4% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling