+519.7%
AEE vs URA
-31.1%
+550.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.3% | +1.1% | -0.7% | +0.2% |
| 30D | -2.3% | +7.4% | -9.7% | -3.1% |
| 3M | +0.2% | -8.4% | +8.6% | +0.8% |
| 6M | -4.7% | -12.7% | +8.0% | -4.1% |
| YTD | +8.1% | +7.8% | +0.3% | +5.9% |
| 1Y | +8.5% | +19.5% | -10.9% | +4.4% |
| 3Y | +48.9% | +116.4% | -67.5% | +30.2% |
| 5Y | +39.9% | +134.3% | -94.4% | +17.6% |
| 10Y | +186.5% | +359.3% | -172.7% | +103.6% |
| All | +519.7% | -31.1% | +550.8% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling