+46.9%
ULTA vs AEIS
+232.6%
-185.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.9% | +1.0% |
| 7D | -3.1% | +2.3% | -5.3% | -3.6% |
| 30D | +2.8% | -14.8% | +17.6% | +5.8% |
| 3M | +14.8% | -15.6% | +30.4% | +16.5% |
| 6M | -16.2% | -8.7% | -7.5% | -18.0% |
| YTD | -9.6% | +37.3% | -47.0% | -22.2% |
| 1Y | +4.8% | +80.3% | -75.6% | -18.2% |
| 3Y | +30.7% | +177.9% | -147.3% | -15.4% |
| All | +46.9% | +232.6% | -185.7% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling