+50.7%
USHY vs AEIS
+223.3%
-172.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | 0.0% | +8.1% | -8.1% | -0.7% |
| 30D | 0.0% | -11.1% | +11.1% | +0.9% |
| 3M | +1.2% | -5.6% | +6.8% | +0.9% |
| 6M | +2.6% | -0.6% | +3.3% | +1.3% |
| YTD | +2.4% | +38.0% | -35.6% | -2.3% |
| 1Y | +4.2% | +87.2% | -83.0% | -3.9% |
| 3Y | +28.0% | +179.7% | -151.7% | +11.3% |
| 5Y | +21.8% | +241.7% | -220.0% | +2.3% |
| All | +50.7% | +223.3% | -172.6% | +15.2% |
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