+64.4%
UL vs AEE
+191.1%
-126.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | +0.5% | -2.9% | +3.4% | +1.6% |
| 3M | +7.2% | -2.4% | +9.6% | +8.1% |
| 6M | -3.1% | -2.7% | -0.3% | -2.2% |
| YTD | -2.7% | +7.3% | -10.0% | -5.4% |
| 1Y | -10.2% | +7.5% | -17.8% | -12.9% |
| 3Y | +20.3% | +46.2% | -25.9% | +3.2% |
| 5Y | +19.9% | +39.7% | -19.8% | +3.3% |
| All | +64.4% | +191.1% | -126.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling