+170.8%
AEP vs UTHR
+319.3%
-148.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.0% | +2.8% | -3.8% | -1.2% |
| 30D | -0.1% | -2.3% | +2.2% | +0.1% |
| 3M | -3.2% | -7.4% | +4.2% | -2.7% |
| 6M | -5.3% | -6.0% | +0.7% | -5.0% |
| YTD | +9.5% | +3.4% | +6.1% | +8.9% |
| 1Y | +17.5% | +27.1% | -9.6% | +15.0% |
| 3Y | +77.0% | +123.8% | -46.8% | +62.9% |
| 5Y | +66.4% | +139.6% | -73.3% | +51.6% |
| All | +170.8% | +319.3% | -148.5% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling