+655.1%
UL vs AEE
+813.9%
-158.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.3% | +0.3% | -1.7% | -1.5% |
| 30D | +0.5% | -2.3% | +2.8% | +1.4% |
| 3M | +17.6% | +0.2% | +17.4% | +17.4% |
| 6M | -5.4% | -4.7% | -0.6% | -3.7% |
| YTD | +0.7% | +8.1% | -7.4% | -2.7% |
| 1Y | -9.3% | +8.5% | -17.8% | -12.5% |
| 3Y | +24.5% | +48.9% | -24.4% | +4.3% |
| 5Y | +23.2% | +39.9% | -16.7% | +4.4% |
| 10Y | +64.5% | +186.5% | -122.1% | -0.6% |
| All | +655.1% | +813.9% | -158.8% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling