+6.5%
ULTA vs AEE
+8.8%
-2.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.0% | +0.3% | +8.7% | +9.0% |
| 30D | +4.6% | -2.3% | +6.8% | +4.7% |
| 3M | +22.0% | +0.2% | +21.8% | +23.6% |
| 6M | -14.7% | -4.7% | -10.0% | -13.9% |
| YTD | -6.8% | +8.1% | -14.9% | -5.2% |
| 1Y | +6.5% | +8.5% | -2.0% | +8.3% |
| All | +6.5% | +8.8% | -2.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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