+20.6%
UL vs AEIS
+238.7%
-218.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.6% |
| 7D | -3.2% | +6.5% | -9.7% | -3.3% |
| 30D | -0.6% | -9.2% | +8.6% | -0.5% |
| 3M | +9.4% | -8.3% | +17.8% | +9.2% |
| 6M | -4.1% | -6.3% | +2.2% | -4.6% |
| YTD | -2.0% | +36.5% | -38.5% | -4.6% |
| 1Y | -9.0% | +84.8% | -93.7% | -13.4% |
| 3Y | +21.8% | +176.6% | -154.8% | +9.8% |
| 5Y | +20.6% | +237.1% | -216.5% | +3.8% |
| All | +20.6% | +238.7% | -218.2% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling