+211.7%
AEP vs UTHR
+364.7%
-153.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.9% | +5.2% | -2.3% | +2.5% |
| 30D | +3.2% | +9.5% | -6.3% | +2.5% |
| 3M | +3.8% | +17.9% | -14.1% | +2.4% |
| 6M | +2.5% | +2.0% | +0.5% | +2.2% |
| YTD | +15.5% | +21.3% | -5.9% | +13.3% |
| 1Y | +9.6% | +27.9% | -18.3% | +7.1% |
| 3Y | +91.2% | +162.3% | -71.2% | +73.2% |
| 5Y | +88.2% | +190.7% | -102.5% | +68.3% |
| All | +211.7% | +364.7% | -153.0% | +158.9% |
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