+46.9%
ULTA vs AEE
+38.7%
+8.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | +2.8% | -2.9% | +5.7% | +3.5% |
| 3M | +14.8% | -2.4% | +17.2% | +15.5% |
| 6M | -16.2% | -2.7% | -13.5% | -15.8% |
| YTD | -9.6% | +7.3% | -16.9% | -11.3% |
| 1Y | +4.8% | +7.5% | -2.8% | +2.7% |
| 3Y | +30.7% | +46.2% | -15.5% | +17.6% |
| All | +46.9% | +38.7% | +8.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling