-33.5%
UPS vs AEIS
+238.7%
-272.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.0% |
| 7D | -3.7% | +6.5% | -10.1% | -5.0% |
| 30D | -3.7% | -9.2% | +5.4% | -2.2% |
| 3M | -6.6% | -8.3% | +1.8% | -6.7% |
| 6M | +2.6% | -6.3% | +8.9% | +0.7% |
| YTD | +4.8% | +36.5% | -31.7% | -7.1% |
| 1Y | +25.3% | +84.8% | -59.5% | +1.1% |
| 3Y | -26.9% | +176.6% | -203.4% | -50.0% |
| 5Y | -33.5% | +237.1% | -270.6% | -59.1% |
| All | -33.5% | +238.7% | -272.3% | -59.1% |
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 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