+228.4%
UNH vs AEIS
+562.2%
-333.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -3.1% |
| 7D | -4.5% | +2.3% | -6.8% | -4.9% |
| 30D | -6.5% | -14.8% | +8.3% | -4.6% |
| 3M | -6.0% | -15.6% | +9.6% | -4.9% |
| 6M | +33.7% | -8.7% | +42.4% | +32.3% |
| YTD | +16.4% | +37.3% | -20.9% | +7.4% |
| 1Y | +10.1% | +80.3% | -70.3% | -3.5% |
| 3Y | -16.3% | +177.9% | -194.2% | -34.5% |
| 5Y | +2.1% | +235.8% | -233.7% | -26.0% |
| All | +228.4% | +562.2% | -333.8% | +77.9% |
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 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