+195.0%
AEE vs URA
+369.2%
-174.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.1% | +5.7% | -4.7% | +0.6% |
| 30D | 0.0% | +5.6% | -5.6% | -0.5% |
| 3M | -0.9% | +6.2% | -7.1% | -1.6% |
| 6M | -2.4% | -8.2% | +5.8% | -2.2% |
| YTD | +8.6% | +9.7% | -1.0% | +6.8% |
| 1Y | +10.2% | +17.0% | -6.8% | +7.0% |
| 3Y | +47.8% | +118.5% | -70.6% | +32.0% |
| 5Y | +40.1% | +134.3% | -94.2% | +20.8% |
| 10Y | +195.0% | +377.5% | -182.5% | +103.2% |
| All | +195.0% | +369.2% | -174.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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