+1,412.3%
UL vs AEIS
+1,985.6%
-573.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.0% | +1.3% |
| 7D | +1.1% | +11.5% | -10.4% | +0.3% |
| 30D | +4.5% | -15.8% | +20.3% | +5.2% |
| 3M | +6.5% | -33.3% | +39.8% | +8.6% |
| 6M | +18.2% | -35.2% | +53.4% | +19.9% |
| YTD | +4.7% | +5.0% | -0.3% | +2.2% |
| 1Y | +0.8% | +8.5% | -7.7% | -2.0% |
| 3Y | +35.9% | +152.9% | -117.0% | +22.4% |
| 5Y | +33.4% | +144.6% | -111.2% | +19.4% |
| 10Y | +106.9% | +337.1% | -230.2% | +71.7% |
| All | +1,412.3% | +1,985.6% | -573.3% | +955.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling