+63.4%
AEE vs URA
+41.9%
+21.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +11.2% | -14.8% | +26.0% | +11.2% |
| 3M | +7.0% | -25.3% | +32.3% | +7.0% |
| 6M | +5.7% | -39.9% | +45.6% | +5.8% |
| YTD | +16.2% | -22.4% | +38.7% | +16.3% |
| 1Y | +12.0% | -29.0% | +41.0% | +12.1% |
| 3Y | +63.4% | +41.0% | +22.4% | +66.8% |
| All | +63.4% | +41.9% | +21.5% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling