+19.5%
UL vs AEE
+46.3%
-26.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | -1.2% | -2.0% | +0.8% | -0.5% |
| 3M | +6.0% | -2.8% | +8.8% | +6.9% |
| 6M | -5.5% | -3.6% | -1.9% | -4.4% |
| YTD | -3.3% | +7.3% | -10.6% | -5.6% |
| 1Y | -9.8% | +8.7% | -18.5% | -12.4% |
| All | +19.5% | +46.3% | -26.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling