+100.2%
UAL vs AEIS
+358.4%
-258.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.3% | -4.5% | +1.7% |
| 7D | +10.2% | +1.0% | +9.2% | +8.0% |
| 30D | +12.0% | -24.0% | +36.1% | +24.0% |
| 3M | -7.1% | -32.5% | +25.4% | +7.1% |
| 6M | +20.9% | -38.6% | +59.5% | +40.3% |
| YTD | +7.7% | +4.8% | +2.8% | -6.2% |
| 1Y | +23.6% | +1.3% | +22.2% | +9.2% |
| 3Y | +222.6% | +159.2% | +63.3% | +72.3% |
| 5Y | +127.9% | +140.8% | -12.9% | +22.2% |
| 10Y | +100.2% | +349.8% | -249.6% | -28.8% |
| All | +100.2% | +358.4% | -258.2% | -28.8% |
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