-9.8%
UL vs AEIS
+76.3%
-86.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.6% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -1.2% | -16.4% | +15.2% | -2.2% |
| 3M | +6.0% | -11.1% | +17.1% | +5.3% |
| 6M | -5.5% | -12.0% | +6.6% | -5.6% |
| YTD | -3.3% | +30.9% | -34.2% | -1.8% |
| 1Y | -9.8% | +74.3% | -84.1% | -6.8% |
| All | -9.8% | +76.3% | -86.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling