+1,737.4%
ULTA vs AEIS
+1,798.4%
-60.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -1.8% | +6.5% | -8.3% | -3.8% |
| 30D | -1.2% | -9.2% | +7.9% | +0.9% |
| 3M | +13.4% | -8.3% | +21.7% | +12.4% |
| 6M | -15.6% | -6.3% | -9.3% | -18.5% |
| YTD | -10.4% | +36.5% | -46.9% | -24.8% |
| 1Y | +5.5% | +84.8% | -79.3% | -21.3% |
| 3Y | +31.0% | +176.6% | -145.6% | -19.0% |
| 5Y | +41.8% | +237.1% | -195.3% | -21.0% |
| 10Y | +127.0% | +554.7% | -427.7% | -13.8% |
| All | +1,737.4% | +1,798.4% | -60.9% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling