+36.0%
UPS vs AEIS
+531.1%
-495.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.7% | -16.4% | +13.7% | +0.6% |
| 3M | -1.6% | -11.1% | +9.5% | -1.0% |
| 6M | +2.3% | -12.0% | +14.4% | +2.2% |
| YTD | +5.6% | +30.9% | -25.3% | -4.3% |
| 1Y | +27.1% | +74.3% | -47.3% | +6.8% |
| 3Y | -26.3% | +165.2% | -191.5% | -45.8% |
| 5Y | -34.5% | +220.0% | -254.5% | -54.8% |
| All | +36.0% | +531.1% | -495.1% | -29.6% |
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