+521.0%
AEIS vs UEC
+939.6%
-418.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +0.9% | -3.1% |
| 7D | -0.2% | -4.3% | +4.1% | +0.7% |
| 30D | -16.4% | -3.8% | -12.6% | -16.1% |
| 3M | -11.1% | +17.0% | -28.1% | -14.2% |
| 6M | -12.0% | -23.9% | +11.9% | -8.5% |
| YTD | +30.9% | -5.7% | +36.5% | +29.8% |
| 1Y | +74.3% | -12.5% | +86.9% | +72.6% |
| 3Y | +165.2% | +136.5% | +28.7% | +103.4% |
| 5Y | +220.0% | +243.3% | -23.3% | +104.1% |
| All | +521.0% | +939.6% | -418.7% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UEC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling