+1,390.6%
UL vs AEIS
+2,098.8%
-708.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -1.3% |
| 7D | -1.7% | +9.5% | -11.2% | -2.4% |
| 30D | +4.5% | -17.5% | +22.0% | +5.4% |
| 3M | +5.5% | -29.3% | +34.7% | +7.2% |
| 6M | +17.0% | -34.7% | +51.7% | +18.7% |
| YTD | +3.2% | +10.7% | -7.5% | +0.4% |
| 1Y | -1.9% | +7.4% | -9.3% | -4.4% |
| 3Y | +33.6% | +161.1% | -127.6% | +20.0% |
| 5Y | +31.5% | +150.7% | -119.2% | +17.5% |
| 10Y | +103.9% | +360.8% | -256.9% | +68.6% |
| All | +1,390.6% | +2,098.8% | -708.1% | +937.2% |
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