+125.6%
ULTA vs AEIS
+562.2%
-436.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.9% | +0.7% |
| 7D | -3.1% | +2.3% | -5.3% | -3.7% |
| 30D | +2.8% | -14.8% | +17.6% | +6.7% |
| 3M | +14.8% | -15.6% | +30.4% | +16.9% |
| 6M | -16.2% | -8.7% | -7.5% | -18.2% |
| YTD | -9.6% | +37.3% | -47.0% | -23.2% |
| 1Y | +4.8% | +80.3% | -75.6% | -19.6% |
| 3Y | +30.7% | +177.9% | -147.3% | -16.9% |
| 5Y | +45.9% | +235.8% | -189.9% | -16.1% |
| All | +125.6% | +562.2% | -436.6% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling