-4.5%
UPS vs AEIS
+148.8%
-153.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.8% | +2.3% |
| 7D | +3.8% | +11.5% | -7.7% | +2.3% |
| 30D | +17.4% | -15.8% | +33.1% | +19.3% |
| 3M | +8.2% | -33.3% | +41.5% | +13.3% |
| 6M | +17.9% | -35.2% | +53.1% | +22.4% |
| YTD | +18.7% | +5.0% | +13.7% | +11.4% |
| 1Y | +24.8% | +8.5% | +16.3% | +16.2% |
| 3Y | -4.5% | +152.9% | -157.4% | -32.4% |
| All | -4.5% | +148.8% | -153.3% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling