+211.6%
AEE vs URA
+272.2%
-60.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.5% |
| 7D | +0.6% | +4.5% | -3.8% | +0.3% |
| 30D | +8.8% | -13.4% | +22.2% | +9.9% |
| 3M | +5.1% | -28.4% | +33.5% | +7.5% |
| 6M | +5.2% | -40.5% | +45.6% | +9.0% |
| YTD | +16.1% | -24.3% | +40.3% | +17.2% |
| 1Y | +10.4% | -28.8% | +39.3% | +12.0% |
| 3Y | +63.1% | +37.6% | +25.5% | +51.5% |
| 5Y | +55.6% | +30.7% | +24.9% | +42.5% |
| All | +211.6% | +272.2% | -60.7% | +93.6% |
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