+1,716.3%
ULTA vs AEE
+319.8%
+1,396.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | -1.1% | -2.0% | +0.9% | -0.2% |
| 3M | +13.8% | -2.8% | +16.6% | +15.1% |
| 6M | -17.2% | -3.6% | -13.7% | -16.3% |
| YTD | -11.5% | +7.3% | -18.8% | -14.8% |
| 1Y | +3.9% | +8.7% | -4.8% | -0.7% |
| 3Y | +29.5% | +46.0% | -16.5% | +6.4% |
| 5Y | +42.9% | +39.8% | +3.1% | +17.7% |
| 10Y | +124.4% | +191.4% | -67.0% | +24.6% |
| All | +1,716.3% | +319.8% | +1,396.5% | +739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling