+99.1%
UAL vs AEIS
+546.3%
-447.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -4.1% |
| 7D | +3.5% | +8.1% | -4.7% | -0.3% |
| 30D | -16.5% | -11.1% | -5.3% | -12.4% |
| 3M | +2.8% | -5.6% | +8.4% | +1.5% |
| 6M | +17.6% | -0.6% | +18.2% | +10.9% |
| YTD | -3.2% | +38.0% | -41.2% | -23.3% |
| 1Y | +0.4% | +87.2% | -86.8% | -32.4% |
| 3Y | +128.2% | +179.7% | -51.5% | +21.9% |
| 5Y | +137.7% | +241.7% | -104.0% | +11.9% |
| 10Y | +99.1% | +547.2% | -448.1% | -38.9% |
| All | +99.1% | +546.3% | -447.2% | -38.9% |
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