+335.2%
AEIS vs UEC
+616.1%
-281.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.5% |
| 7D | +11.5% | -3.8% | +15.3% | +12.5% |
| 30D | -15.8% | -13.5% | -2.3% | -12.7% |
| 3M | -33.3% | -40.5% | +7.2% | -25.8% |
| 6M | -35.2% | -56.7% | +21.5% | -23.7% |
| YTD | +5.0% | -43.0% | +48.0% | +15.9% |
| 1Y | +8.5% | -42.5% | +51.0% | +19.1% |
| 3Y | +152.9% | +11.6% | +141.3% | +127.3% |
| 5Y | +144.6% | +21.8% | +122.9% | +95.3% |
| All | +335.2% | +616.1% | -281.0% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling