+1,354.8%
UL vs AEIS
+2,566.8%
-1,212.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | -1.3% | +3.0% | -4.3% | -1.5% |
| 30D | +0.5% | -14.6% | +15.1% | +1.4% |
| 3M | +17.6% | -12.4% | +30.0% | +17.7% |
| 6M | -5.4% | -15.0% | +9.6% | -5.4% |
| YTD | +0.7% | +34.3% | -33.6% | -2.7% |
| 1Y | -9.3% | +87.4% | -96.6% | -14.7% |
| 3Y | +24.5% | +139.8% | -115.2% | +13.4% |
| 5Y | +23.2% | +220.7% | -197.5% | +8.8% |
| 10Y | +64.5% | +531.6% | -467.1% | +33.9% |
| All | +1,354.8% | +2,566.8% | -1,212.0% | +905.1% |
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