+56.0%
AEE vs URA
+32.3%
+23.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.6% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | +11.2% | -14.8% | +26.0% | +12.1% |
| 3M | +7.0% | -25.3% | +32.3% | +8.5% |
| 6M | +5.7% | -39.9% | +45.6% | +8.3% |
| YTD | +16.2% | -22.4% | +38.7% | +16.7% |
| 1Y | +12.0% | -29.0% | +41.0% | +13.1% |
| 3Y | +63.4% | +41.0% | +22.4% | +52.3% |
| 5Y | +56.0% | +38.3% | +17.7% | +41.3% |
| All | +56.0% | +32.3% | +23.7% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling