+227.0%
UPS vs AEIS
+632.7%
-405.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -2.9% | +3.0% | -5.8% | -3.3% |
| 30D | -3.5% | -14.6% | +11.1% | -1.5% |
| 3M | -5.7% | -12.4% | +6.7% | -5.0% |
| 6M | -4.4% | -15.0% | +10.6% | -3.8% |
| YTD | +8.0% | +34.3% | -26.3% | +1.3% |
| 1Y | +29.0% | +87.4% | -58.3% | +14.5% |
| 3Y | -27.7% | +139.8% | -167.5% | -39.3% |
| 5Y | -34.3% | +220.7% | -255.1% | -47.7% |
| 10Y | +37.8% | +531.6% | -493.8% | -4.9% |
| All | +227.0% | +632.7% | -405.7% | +62.9% |
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 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