+96.5%
UAL vs AEIS
+375.1%
-278.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -3.8% |
| 7D | +2.3% | +9.5% | -7.2% | -2.3% |
| 30D | +13.3% | -17.5% | +30.9% | +20.7% |
| 3M | -6.3% | -29.3% | +23.0% | +5.7% |
| 6M | +22.5% | -34.7% | +57.2% | +38.1% |
| YTD | +5.9% | +10.7% | -4.9% | -10.1% |
| 1Y | +24.7% | +7.4% | +17.3% | +7.2% |
| 3Y | +211.6% | +161.1% | +50.5% | +66.0% |
| 5Y | +130.6% | +150.7% | -20.2% | +21.2% |
| 10Y | +96.5% | +360.8% | -264.4% | -31.3% |
| All | +96.5% | +375.1% | -278.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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