+1.1%
UL vs AEE
+13.9%
-12.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.1% |
| 7D | +4.7% | +4.7% | 0.0% | +2.4% |
| 30D | +11.6% | +13.4% | -1.8% | +5.4% |
| 3M | +5.3% | +4.1% | +1.3% | +3.3% |
| 6M | +16.0% | +2.0% | +14.0% | +14.3% |
| YTD | +5.0% | +15.6% | -10.7% | -2.2% |
| 1Y | +1.1% | +14.1% | -13.0% | -5.2% |
| All | +1.1% | +13.9% | -12.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling